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Nippon Paper Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.72% (-2.19%)
Analysis last updated: Sunday, February 15, 2026 at 12:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nippon Paper Industries Co Ltd S0GARCH
paramt-stat
ω2.46198.50
α0.11042.82
β0.46633.37
γ10.95004.87
γ2-1.3706-4.56
γ30.68173.03
γ4-0.1445-0.62
γ5-0.4745-2.08
γ60.80132.94
γ7-0.8391-2.43
γ80.55162.05
Estimation Period:
Apr 1, 2013 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts