Skip to main content
V-Lab

Nippon Pigment Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:50.46% (-4.07%)
Analysis last updated: Tuesday, February 17, 2026 at 09:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nippon Pigment Holdings Co Ltd S0GARCH
paramt-stat
ω0.98484.79
α0.11466.77
β0.834838.00
γ10.14562.21
γ2-0.2691-2.61
γ30.08821.01
γ40.18412.21
γ5-0.3518-5.05
γ60.44326.46
γ7-0.4579-5.35
γ80.35993.97
γ9-0.1847-2.93
Estimation Period:
Jan 10, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts