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Trusco Nakayama Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.50% (-2.15%)
Analysis last updated: Friday, February 13, 2026 at 10:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Trusco Nakayama Corp SGARCH
paramt-stat
ω0.94234.61
α0.17976.40
β0.52518.37
γ10.01850.46
γ2-0.1052-1.92
γ30.17995.59
γ4-0.1574-5.37
γ50.11243.42
γ6-0.0883-2.07
γ70.07511.75
γ8-0.0937-1.95
Estimation Period:
Aug 8, 1994 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts