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V-Lab

New Japan Chemical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:44.93% (-5.11%)
Analysis last updated: Tuesday, February 17, 2026 at 09:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of New Japan Chemical Co Ltd SGARCH
paramt-stat
ω2.15834.06
α0.17506.61
β0.726319.47
γ10.18332.13
γ2-0.1779-1.39
γ3-0.0268-0.28
γ40.15801.92
γ5-0.3815-4.18
γ60.42343.57
γ7-0.2723-2.26
γ80.13291.14
γ9-0.0074-0.04
Estimation Period:
Jan 25, 1999 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts