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Nisshin Group Holdings Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.14% (+0.79%)
Analysis last updated: Sunday, February 15, 2026 at 01:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nisshin Group Holdings Co SGARCH
paramt-stat
ω1.57355.76
α0.17037.13
β0.661819.39
γ1-0.0273-0.46
γ20.20382.32
γ3-0.3161-4.77
γ40.11461.95
γ50.11342.28
γ6-0.1353-2.41
γ70.02310.31
γ80.14570.75
Estimation Period:
Jan 4, 2000 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts