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Nihon Denkei Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.51% (-3.08%)
Analysis last updated: Friday, February 13, 2026 at 09:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nihon Denkei Co Ltd SGARCH
paramt-stat
ω1.43725.38
α0.16247.13
β0.668317.19
γ1-0.1746-2.52
γ20.28592.64
γ3-0.2196-2.35
γ40.31863.83
γ5-0.4588-5.92
γ60.42424.72
γ7-0.2764-3.03
γ80.13481.51
γ9-0.0151-0.16
γ10-0.0971-0.73
Estimation Period:
Jan 23, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts