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V-Lab

Nippon Seiki Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.13% (-1.67%)
Analysis last updated: Friday, February 13, 2026 at 09:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nippon Seiki Co Ltd SGARCH
paramt-stat
ω0.79674.71
α0.09106.88
β0.843240.29
γ1-0.0378-0.73
γ20.09681.22
γ3-0.1695-2.62
γ40.22193.90
γ5-0.1929-4.71
γ60.11323.35
γ7-0.0256-0.72
γ8-0.0231-0.46
γ90.07121.01
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts