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V-Lab

Nichiha Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.05% (-1.50%)
Analysis last updated: Sunday, February 15, 2026 at 01:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nichiha Corp S0GARCH
paramt-stat
ω0.89843.82
α0.14505.78
β0.695016.32
γ10.02480.36
γ2-0.0656-0.74
γ30.01200.20
γ40.14512.65
γ5-0.2492-5.14
γ60.19603.74
γ7-0.0704-1.30
γ80.00280.05
γ9-0.0138-0.24
γ100.04230.93
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts