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Nippon Sanso Holdings Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.45% (-1.16%)
Analysis last updated: Sunday, February 15, 2026 at 12:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nippon Sanso Holdings Corp SGARCH
paramt-stat
ω1.18086.77
α0.10567.80
β0.806029.90
γ10.00890.30
γ20.04190.86
γ3-0.1602-3.53
γ40.20585.18
γ5-0.1436-4.19
γ60.07782.21
γ7-0.0572-1.53
γ80.04751.08
γ9-0.0378-0.62
Estimation Period:
Jan 9, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts