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Shin Nippon Air Technologies Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:57.24% (+12.89%)
Analysis last updated: Sunday, February 15, 2026 at 12:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Shin Nippon Air Technologies S0GARCH
paramt-stat
ω1.80365.00
α0.12548.46
β0.787134.64
γ10.08813.48
γ2-0.1474-4.20
γ30.10355.10
γ4-0.0680-3.46
γ50.03341.62
γ6-0.0039-0.18
γ7-0.0119-0.69
Estimation Period:
Dec 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts