Skip to main content
V-Lab

Nissan Motor Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.42% (+12.95%)
Analysis last updated: Saturday, February 7, 2026 at 08:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Nissan Motor Co Ltd S0GARCH
paramt-stat
ω0.63173.71
α0.15733.84
β0.43193.13
γ1-0.4590-0.33
γ22.20321.17
γ3-4.7671-4.38
γ45.24404.56
γ5-4.0168-3.47
γ63.85683.38
γ7-3.9953-3.30
γ84.42453.21
γ9-5.0609-2.91
γ103.51202.57
Estimation Period:
Sep 14, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts