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V-Lab

Nagaoka International Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.13% (-1.32%)
Analysis last updated: Friday, February 13, 2026 at 09:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nagaoka International Corp SGARCH
paramt-stat
ω0.61853.70
α0.24304.36
β0.32783.56
γ10.27540.32
γ2-1.0384-0.85
γ31.10041.48
γ4-0.4034-0.62
γ5-0.1281-0.21
γ6-0.1475-0.22
γ71.73592.79
γ8-2.8771-5.03
γ91.92072.41
Estimation Period:
Jun 30, 2015 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts