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Nihon ISK Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.80% (-0.78%)
Analysis last updated: Sunday, February 15, 2026 at 01:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nihon ISK Co Ltd S0GARCH
paramt-stat
ω1.54494.10
α0.23856.81
β0.690118.79
γ10.10181.15
γ2-0.2387-1.66
γ30.19311.61
γ4-0.0001-0.00
γ5-0.1241-1.12
γ60.08270.64
γ7-0.0082-0.06
γ8-0.0768-0.56
γ90.16951.52
γ10-0.1231-1.98
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts