Skip to main content
V-Lab

Nihon Seikan KK Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.19% (+0.68%)
Analysis last updated: Friday, February 20, 2026 at 09:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nihon Seikan KK S0GARCH
paramt-stat
ω0.76605.47
α0.13706.07
β0.751222.17
γ1-0.0117-0.16
γ20.00000.00
γ3-0.0654-0.75
γ40.16582.18
γ5-0.1635-2.53
γ60.15692.80
γ7-0.1940-3.55
γ80.23433.27
γ9-0.2076-2.75
γ100.12202.28
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts