Skip to main content
V-Lab

Nisso Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.63% (+0.45%)
Analysis last updated: Sunday, February 8, 2026 at 12:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nisso Group Co Ltd S0GARCH
paramt-stat
ω0.90342.67
α0.30276.70
β0.601214.41
γ1-0.8856-2.08
γ21.37332.24
γ3-0.9068-2.71
γ40.29991.09
γ50.55381.48
γ6-0.3584-0.78
γ7-0.5399-1.33
γ80.94152.55
γ9-0.7851-2.00
γ100.40181.52
Estimation Period:
Aug 9, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts