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V-Lab

Nakanishi Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.17% (-0.49%)
Analysis last updated: Friday, February 13, 2026 at 09:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nakanishi Inc SGARCH
paramt-stat
ω1.24856.70
α0.14085.59
β0.53448.27
γ1-0.0481-0.67
γ20.15091.42
γ3-0.2658-3.51
γ40.31583.80
γ5-0.2541-2.32
γ60.19381.86
γ7-0.1900-2.15
γ80.22262.22
γ9-0.3720-2.30
Estimation Period:
Dec 6, 2000 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts