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V-Lab

Nippon Kayaku Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.71% (-0.19%)
Analysis last updated: Sunday, February 8, 2026 at 12:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nippon Kayaku Co Ltd S0GARCH
paramt-stat
ω1.20156.29
α0.14345.54
β0.759121.77
γ1-0.0366-0.98
γ20.08771.56
γ3-0.1326-3.27
γ40.15524.20
γ5-0.1101-2.82
γ60.05771.60
γ7-0.0297-0.75
γ80.00080.02
γ90.01570.45
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts