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Nippon Gear Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.53% (+1.46%)
Analysis last updated: Sunday, February 15, 2026 at 12:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nippon Gear Co Ltd S0GARCH
paramt-stat
ω1.03244.87
α0.14947.87
β0.771026.81
γ10.04130.76
γ20.00120.01
γ3-0.1716-3.05
γ40.23994.56
γ5-0.1959-4.50
γ60.14292.99
γ7-0.0974-1.81
γ80.12972.21
γ9-0.1499-3.03
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts