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Nakayama Steel Works Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.97% (-1.98%)
Analysis last updated: Sunday, February 8, 2026 at 12:54 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nakayama Steel Works Ltd SGARCH
paramt-stat
ω1.27018.76
α0.19368.37
β0.614015.33
γ10.05973.00
γ2-0.0504-1.72
γ3-0.0616-3.11
γ40.10015.00
γ5-0.0703-2.63
γ60.00810.24
γ70.04701.73
γ8-0.0887-2.02
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts