Skip to main content
V-Lab

Neojapan Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.89% (-0.55%)
Analysis last updated: Friday, February 20, 2026 at 09:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Neojapan Inc S0GARCH
paramt-stat
ω2.75044.45
α0.11854.24
β0.64407.38
γ11.95032.14
γ2-1.6561-1.26
γ3-1.8523-2.52
γ43.77075.80
γ5-4.1521-5.27
γ63.00024.05
γ7-1.8426-2.80
γ82.10162.88
γ9-2.6504-3.62
γ101.87673.28
Estimation Period:
Nov 30, 2015 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts