Skip to main content
V-Lab

Nichirei Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.65% (-0.86%)
Analysis last updated: Sunday, February 15, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nichirei Corp SGARCH
paramt-stat
ω1.53087.08
α0.12315.62
β0.797524.75
γ10.06931.88
γ2-0.0099-0.17
γ3-0.1961-4.87
γ40.24597.18
γ5-0.1674-5.03
γ60.11113.29
γ7-0.0887-2.29
γ80.03300.68
γ90.03070.42
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts