Skip to main content
V-Lab

Nippon Shinyaku Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.38% (-1.37%)
Analysis last updated: Tuesday, February 17, 2026 at 10:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nippon Shinyaku Co Ltd S0GARCH
paramt-stat
ω2.37927.76
α0.13676.03
β0.718416.10
γ10.13696.55
γ2-0.2032-6.09
γ30.10153.83
γ4-0.0310-1.08
γ5-0.0222-0.69
γ60.03401.24
γ7-0.0248-1.37
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts