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Nihon Yamamura Glass Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:51.68% (+12.36%)
Analysis last updated: Tuesday, February 17, 2026 at 09:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nihon Yamamura Glass Co Ltd S0GARCH
paramt-stat
ω1.61847.84
α0.14125.23
β0.763616.82
γ10.01010.28
γ20.12512.23
γ3-0.2990-6.62
γ40.22524.76
γ5-0.0152-0.33
γ6-0.1247-2.73
γ70.10402.37
γ80.02520.62
γ9-0.0835-2.16
γ100.02940.95
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts