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V-Lab

Nippon Express Holdings Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.28% (-0.30%)
Analysis last updated: Friday, February 13, 2026 at 10:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nippon Express Holdings Inc SGARCH
paramt-stat
ω1.32849.19
α0.11116.83
β0.771528.08
γ10.02280.65
γ20.03880.68
γ3-0.1320-3.12
γ40.08422.37
γ50.01750.54
γ6-0.0883-2.07
γ70.13042.15
γ8-0.1102-1.30
γ9-0.0040-0.05
γ100.12891.44
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts