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Soda Nikka Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.98% (+0.80%)
Analysis last updated: Friday, February 13, 2026 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Soda Nikka Co Ltd S0GARCH
paramt-stat
ω0.75865.52
α0.13109.33
β0.778935.08
γ1-0.0093-0.25
γ2-0.0234-0.43
γ30.01600.51
γ40.04441.74
γ5-0.0637-2.08
γ60.12603.83
γ7-0.1624-5.57
γ80.09054.61
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts