NK Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:58.69% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0103 | 5.95 | |
| 0.0469 | 4.07 | |
| 0.8857 | 22.84 | |
| -0.4174 | -1.78 | |
| 0.5290 | 1.50 | |
| 0.0332 | 0.13 | |
| -0.2109 | -0.75 | |
| 0.0662 | 0.20 | |
| -0.1089 | -0.29 | |
| 0.1511 | 0.38 | |
| -0.2868 | -0.95 | |
| 0.8893 | 3.16 | |
| -1.0054 | -3.45 |
Estimation Period:
Jan 24, 2008 to Feb 20, 2026
Jan 24, 2008 to Feb 20, 2026
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