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Nippon Chemiphar Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.90% (+0.60%)
Analysis last updated: Sunday, February 15, 2026 at 12:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nippon Chemiphar Co Ltd S0GARCH
paramt-stat
ω1.65779.57
α0.18598.90
β0.617217.29
γ1-0.0032-0.13
γ20.06671.65
γ3-0.1292-3.81
γ40.08932.57
γ5-0.0364-1.09
γ60.00420.13
γ70.06801.80
γ8-0.1445-2.71
γ90.13382.97
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts