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Nippon Carbon Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.95% (+3.92%)
Analysis last updated: Friday, February 13, 2026 at 09:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nippon Carbon Co Ltd S0GARCH
paramt-stat
ω1.11227.51
α0.13177.30
β0.759626.61
γ1-0.0481-0.99
γ20.11351.58
γ3-0.0919-2.03
γ4-0.0241-0.56
γ50.12452.59
γ6-0.1614-3.26
γ70.22384.19
γ8-0.2920-4.46
γ90.22223.38
γ10-0.0560-1.06
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts