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Nippon Chuzo Kk Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.07% (+0.29%)
Analysis last updated: Sunday, February 15, 2026 at 01:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nippon Chuzo Kk S0GARCH
paramt-stat
ω1.21364.16
α0.21096.74
β0.628914.37
γ1-0.0433-1.59
γ20.10972.71
γ3-0.1311-3.88
γ40.07842.35
γ50.00150.04
γ6-0.0588-1.31
γ70.11162.25
γ8-0.1310-2.40
γ90.09622.13
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts