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Nippon Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.62% (-0.92%)
Analysis last updated: Friday, February 13, 2026 at 09:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nippon Gas Co Ltd S0GARCH
paramt-stat
ω1.51065.91
α0.10498.54
β0.815532.60
γ1-0.0078-0.11
γ20.09380.95
γ3-0.2113-3.69
γ40.21794.31
γ5-0.1062-2.16
γ60.01980.44
γ7-0.0470-1.11
γ80.09542.19
γ9-0.1315-2.46
γ100.12342.89
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts