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V-Lab

Nichirin Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.79% (+15.21%)
Analysis last updated: Sunday, February 15, 2026 at 12:50 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nichirin Co Ltd SGARCH
paramt-stat
ω0.64155.79
α0.13426.22
β0.707118.51
γ1-0.5174-4.89
γ20.59943.58
γ3-0.0305-0.25
γ4-0.0146-0.14
γ5-0.1919-1.42
γ60.31522.32
γ7-0.2424-1.82
γ80.00350.03
γ90.29182.82
γ10-0.6053-4.48
Estimation Period:
Sep 3, 1997 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts