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V-Lab

Nitto Kohki Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.08% (+2.68%)
Analysis last updated: Sunday, February 15, 2026 at 01:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nitto Kohki Co Ltd SGARCH
paramt-stat
ω0.61635.13
α0.08777.98
β0.859044.87
γ1-0.1966-4.33
γ20.16752.46
γ30.15643.10
γ4-0.2530-5.34
γ50.21144.96
γ6-0.0816-1.91
γ7-0.0665-1.31
γ80.14922.35
Estimation Period:
Nov 3, 1995 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts