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V-Lab

Nichiha Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.86% (-0.27%)
Analysis last updated: Friday, February 13, 2026 at 09:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nichiha Corp SGARCH
paramt-stat
ω0.91863.94
α0.14715.67
β0.683515.30
γ10.04450.66
γ2-0.0957-1.10
γ30.02450.43
γ40.14822.75
γ5-0.2641-5.54
γ60.21654.21
γ7-0.0922-1.72
γ80.02670.46
γ9-0.0478-0.69
γ100.11190.93
Estimation Period:
Oct 28, 1993 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts