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Nichirei Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.49% (-0.90%)
Analysis last updated: Sunday, February 15, 2026 at 12:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nichirei Corp S0GARCH
paramt-stat
ω1.47966.83
α0.12335.63
β0.797224.78
γ10.06301.69
γ2-0.0046-0.08
γ3-0.1903-4.73
γ40.23436.85
γ5-0.1541-4.63
γ60.10092.96
γ7-0.0857-2.17
γ80.04060.83
γ90.00230.06
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts