NK Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:58.75% (+1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0106 | 5.95 | |
| 0.0468 | 4.07 | |
| 0.8863 | 22.89 | |
| -0.4171 | -1.78 | |
| 0.5291 | 1.49 | |
| 0.0323 | 0.13 | |
| -0.2098 | -0.75 | |
| 0.0652 | 0.20 | |
| -0.1083 | -0.29 | |
| 0.1505 | 0.38 | |
| -0.2855 | -0.94 | |
| 0.8871 | 3.11 | |
| -1.0048 | -3.39 |
Estimation Period:
Jan 24, 2008 to Feb 13, 2026
Jan 24, 2008 to Feb 13, 2026
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