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Nitto Denko Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.90% (+1.81%)
Analysis last updated: Sunday, February 8, 2026 at 01:09 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nitto Denko Corp S0GARCH
paramt-stat
ω1.57047.22
α0.08046.33
β0.856343.69
γ10.03051.23
γ20.02930.81
γ3-0.1414-5.55
γ40.13695.82
γ5-0.0787-3.44
γ60.02080.61
γ70.00800.20
γ8-0.0031-0.12
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts