Skip to main content
V-Lab

Nihon Kohden Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.92% (+7.79%)
Analysis last updated: Sunday, February 15, 2026 at 01:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nihon Kohden Corp SGARCH
paramt-stat
ω1.63958.38
α0.15005.72
β0.570310.10
γ10.04221.86
γ2-0.0164-0.48
γ3-0.0616-2.32
γ40.06852.13
γ5-0.0850-2.28
γ60.12003.65
γ7-0.1278-3.26
γ80.09081.78
γ9-0.0108-0.17
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts