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V-Lab

Nakamuraya Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.43% (-1.45%)
Analysis last updated: Friday, February 13, 2026 at 09:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nakamuraya Co Ltd SGARCH
paramt-stat
ω2.47647.17
α0.132210.17
β0.789740.57
γ10.04561.48
γ2-0.0270-0.56
γ3-0.0836-2.32
γ40.16544.44
γ5-0.1810-4.36
γ60.09312.04
γ70.04671.04
γ8-0.1657-3.55
γ90.23933.86
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts