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Nippon Shokubai Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.68% (-2.06%)
Analysis last updated: Tuesday, February 17, 2026 at 09:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nippon Shokubai Co Ltd S0GARCH
paramt-stat
ω1.36869.51
α0.15927.18
β0.648817.32
γ1-0.0080-0.30
γ20.06241.58
γ3-0.1245-5.21
γ40.12014.97
γ5-0.0716-2.10
γ60.03380.75
γ7-0.0194-0.44
γ8-0.0107-0.27
γ90.03831.21
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts