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V-Lab

Nippon Signal Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:55.03% (-5.54%)
Analysis last updated: Wednesday, February 11, 2026 at 10:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nippon Signal Co Ltd SGARCH
paramt-stat
ω1.68208.27
α0.13457.13
β0.761527.97
γ10.06382.53
γ2-0.0835-2.17
γ30.01880.74
γ40.01990.87
γ5-0.0538-2.25
γ60.07342.61
γ7-0.0974-2.52
γ80.17392.38
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts