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Nippon Paper Industries Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.23% (+11.08%)
Analysis last updated: Sunday, February 8, 2026 at 12:41 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nippon Paper Industries Co Ltd SGARCH
paramt-stat
ω2.48198.53
α0.11722.84
β0.44223.23
γ10.95894.91
γ2-1.3832-4.59
γ30.68553.03
γ4-0.1374-0.59
γ5-0.5002-2.17
γ60.86253.05
γ7-0.9881-2.62
γ80.95242.17
Estimation Period:
Apr 1, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts