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Nissei Asb Machine Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.60% (+0.03%)
Analysis last updated: Tuesday, February 10, 2026 at 09:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nissei Asb Machine Co Ltd SGARCH
paramt-stat
ω1.67896.22
α0.15647.69
β0.661518.04
γ10.12732.30
γ2-0.1567-1.91
γ3-0.0614-1.03
γ40.23113.50
γ5-0.2608-3.31
γ60.21853.05
γ7-0.1176-1.99
γ80.01020.14
γ9-0.0856-0.93
γ100.26162.45
Estimation Period:
Aug 8, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts