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Nissei Asb Machine Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.70% (-0.31%)
Analysis last updated: Wednesday, February 11, 2026 at 10:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nissei Asb Machine Co Ltd S0GARCH
paramt-stat
ω1.61295.95
α0.15537.58
β0.666818.15
γ10.11352.02
γ2-0.1424-1.71
γ3-0.0554-0.91
γ40.21463.20
γ5-0.2406-2.98
γ60.19802.69
γ7-0.0957-1.61
γ8-0.0181-0.25
γ9-0.0337-0.41
γ100.12311.98
Estimation Period:
Aug 8, 1994 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts