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V-Lab

Nippon Filcon Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.01% (+2.37%)
Analysis last updated: Sunday, February 15, 2026 at 01:00 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nippon Filcon Co Ltd SGARCH
paramt-stat
ω0.91504.84
α0.21668.48
β0.669220.44
γ10.05030.55
γ2-0.0137-0.10
γ3-0.1735-2.01
γ40.23033.12
γ5-0.1389-2.19
γ60.00830.13
γ70.18002.13
γ8-0.3016-2.86
γ90.28952.24
γ10-0.3265-1.62
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts