Skip to main content
V-Lab

Nihon Falcom Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.14% (+9.51%)
Analysis last updated: Friday, February 13, 2026 at 09:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nihon Falcom Corp S0GARCH
paramt-stat
ω0.76282.18
α0.22778.14
β0.697821.66
γ1-0.5260-1.49
γ20.85911.71
γ3-0.6307-2.50
γ40.57903.03
γ5-0.5028-2.60
γ60.41182.07
γ7-0.4913-3.02
γ80.63104.99
γ9-0.4551-5.18
Estimation Period:
Dec 5, 2003 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts