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V-Lab

Nichiban Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.35% (-0.73%)
Analysis last updated: Tuesday, February 17, 2026 at 09:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nichiban Co Ltd S0GARCH
paramt-stat
ω1.49215.33
α0.09066.41
β0.839033.94
γ1-0.0163-0.31
γ20.05500.73
γ3-0.0980-2.00
γ40.08401.69
γ5-0.0019-0.04
γ6-0.0668-1.45
γ70.17263.08
γ8-0.2726-4.04
γ90.16062.61
γ100.01660.44
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts