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V-Lab

Nitori Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.30% (-3.11%)
Analysis last updated: Sunday, February 15, 2026 at 01:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nitori Holdings Co Ltd S0GARCH
paramt-stat
ω0.99792.98
α0.13845.92
β0.634212.35
γ10.00870.13
γ2-0.0913-1.06
γ30.17433.32
γ4-0.1953-3.97
γ50.23475.17
γ6-0.2319-3.47
γ70.13691.82
γ8-0.0091-0.17
γ9-0.0531-1.65
Estimation Period:
Aug 8, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts