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Nihon Parkerizing Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.65% (+2.99%)
Analysis last updated: Sunday, February 15, 2026 at 12:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nihon Parkerizing Co Ltd S0GARCH
paramt-stat
ω2.03228.05
α0.12238.21
β0.741424.90
γ10.02450.64
γ20.05480.92
γ3-0.1849-4.26
γ40.20064.89
γ5-0.1351-3.14
γ60.04420.86
γ7-0.0205-0.36
γ80.04301.14
γ9-0.0695-2.28
γ100.07482.94
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts