Skip to main content
V-Lab

Nitto Kohki Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.82% (-1.09%)
Analysis last updated: Tuesday, February 10, 2026 at 09:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nitto Kohki Co Ltd S0GARCH
paramt-stat
ω0.63005.15
α0.08718.08
β0.861646.55
γ1-0.1922-4.16
γ20.16162.33
γ30.15773.07
γ4-0.2526-5.25
γ50.21394.98
γ6-0.0953-2.29
γ7-0.0289-0.64
γ80.05201.47
Estimation Period:
Nov 3, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts