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V-Lab

Nichirei Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.20% (+1.51%)
Analysis last updated: Friday, February 6, 2026 at 09:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nichirei Corp S0GARCH
paramt-stat
ω1.49016.89
α0.12275.60
β0.798224.83
γ10.06191.66
γ2-0.0016-0.03
γ3-0.1935-4.77
γ40.23616.87
γ5-0.1549-4.64
γ60.10112.98
γ7-0.0856-2.17
γ80.04060.83
γ90.00200.05
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts