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V-Lab

Niitaka Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:19.49% (-0.31%)
Analysis last updated: Saturday, February 21, 2026 at 09:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Niitaka Co Ltd SGARCH
paramt-stat
ω1.42414.98
α0.38346.29
β0.49279.23
γ1-0.4166-3.69
γ20.75453.99
γ3-0.6118-3.35
γ40.37882.06
γ50.01660.10
γ6-0.3616-2.22
γ70.63123.74
γ8-0.7112-4.52
γ90.26571.69
γ100.43912.22
Estimation Period:
Apr 25, 2003 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts