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Nagoya Railroad Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.85% (0.00%)
Analysis last updated: Sunday, February 15, 2026 at 01:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nagoya Railroad Co Ltd S0GARCH
paramt-stat
ω1.70416.14
α0.14466.95
β0.696117.32
γ1-0.0900-2.13
γ20.20743.37
γ3-0.2036-4.30
γ40.16043.41
γ5-0.1362-3.12
γ60.11602.79
γ7-0.0764-1.34
γ80.03220.40
γ9-0.0425-0.54
γ100.05331.21
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts