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Nippon Chemiphar Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.26% (+0.61%)
Analysis last updated: Tuesday, February 17, 2026 at 09:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nippon Chemiphar Co Ltd SGARCH
paramt-stat
ω1.56879.18
α0.18589.56
β0.615316.98
γ1-0.0447-1.34
γ20.14252.63
γ3-0.1693-3.36
γ40.07881.38
γ5-0.0061-0.11
γ6-0.0077-0.17
γ7-0.0003-0.01
γ80.08492.17
γ9-0.2377-3.64
γ100.39713.91
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts