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Nitto Boseki Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:77.11% (-8.55%)
Analysis last updated: Thursday, February 12, 2026 at 08:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nitto Boseki Co Ltd S0GARCH
paramt-stat
ω100.00001.39
α0.11534.37
β0.61598.09
γ12.722019.97
γ2-3.5597-9.62
γ31.04712.52
γ4-0.2925-1.09
γ50.08520.64
γ60.08501.17
γ7-0.1555-3.67
Estimation Period:
May 31, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts