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V-Lab

Nitto Kogyo Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.74% (-2.45%)
Analysis last updated: Sunday, February 15, 2026 at 01:05 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nitto Kogyo Corp SGARCH
paramt-stat
ω1.71385.42
α0.18395.19
β0.58409.21
γ1-0.0023-0.05
γ20.05530.82
γ3-0.1333-3.72
γ40.17946.43
γ5-0.1764-6.48
γ60.11774.03
γ7-0.0570-1.75
γ80.01810.47
γ9-0.0327-0.50
Estimation Period:
Feb 13, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts