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Trusco Nakayama Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.70% (+2.23%)
Analysis last updated: Wednesday, February 11, 2026 at 11:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Trusco Nakayama Corp S0GARCH
paramt-stat
ω0.92454.56
α0.17716.25
β0.53218.36
γ10.01000.25
γ2-0.0902-1.64
γ30.16715.20
γ4-0.1449-4.95
γ50.09913.02
γ6-0.0704-1.67
γ70.04301.12
γ8-0.0144-0.68
Estimation Period:
Aug 8, 1994 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts