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V-Lab

Nichia Steel Works Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.08% (-4.48%)
Analysis last updated: Wednesday, February 11, 2026 at 10:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nichia Steel Works Ltd SGARCH
paramt-stat
ω1.41599.30
α0.17149.50
β0.708325.37
γ1-0.0226-0.49
γ20.07171.01
γ3-0.1119-2.55
γ40.11083.42
γ5-0.0507-1.54
γ6-0.0303-0.84
γ70.08962.49
γ8-0.1290-3.10
γ90.15242.35
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts