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Nichia Steel Works Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:52.32% (+2.79%)
Analysis last updated: Friday, February 6, 2026 at 09:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nichia Steel Works Ltd S0GARCH
paramt-stat
ω1.40839.14
α0.17139.41
β0.708625.19
γ1-0.0127-0.27
γ20.05290.73
γ3-0.0962-2.18
γ40.10013.08
γ5-0.0462-1.40
γ6-0.0272-0.76
γ70.07692.24
γ8-0.1008-3.08
γ90.08023.11
Estimation Period:
Jan 5, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts