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V-Lab

Natoco Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:33.85% (+16.12%)
Analysis last updated: Friday, February 20, 2026 at 09:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Natoco Co Ltd S0GARCH
paramt-stat
ω1.75182.59
α0.29226.50
β0.549411.68
γ1-0.0431-0.43
γ20.07560.55
γ3-0.0337-0.53
γ4-0.0220-0.35
γ50.01790.23
γ60.05810.86
γ7-0.1088-2.12
γ80.08552.17
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts