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V-Lab

Shinnihon Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.32% (-1.13%)
Analysis last updated: Friday, February 13, 2026 at 09:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shinnihon Corp SGARCH
paramt-stat
ω1.25142.51
α0.10906.29
β0.834327.58
γ10.10010.89
γ2-0.2182-1.49
γ30.24223.75
γ4-0.2122-3.78
γ50.12262.31
γ6-0.0291-0.56
γ7-0.0233-0.41
γ8-0.0100-0.15
γ90.09140.90
Estimation Period:
Oct 6, 1994 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts