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V-Lab

Nitori Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.25% (+4.08%)
Analysis last updated: Friday, February 13, 2026 at 09:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nitori Holdings Co Ltd SGARCH
paramt-stat
ω1.04353.11
α0.13745.85
β0.631211.93
γ10.03390.52
γ2-0.1320-1.57
γ30.20233.85
γ4-0.2181-4.41
γ50.25265.55
γ6-0.2429-3.63
γ70.13971.83
γ8-0.0029-0.04
γ9-0.0760-1.00
Estimation Period:
Aug 8, 1994 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts