Nitto Denko Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:27.52% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5720 | 7.23 | |
| 0.0803 | 6.34 | |
| 0.8566 | 43.82 | |
| 0.0309 | 1.25 | |
| 0.0284 | 0.78 | |
| -0.1406 | -5.53 | |
| 0.1364 | 5.80 | |
| -0.0785 | -3.46 | |
| 0.0207 | 0.61 | |
| 0.0084 | 0.22 | |
| -0.0036 | -0.14 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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