NK Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:111.64% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2485 | 9.21 | |
| 0.0575 | 4.10 | |
| 0.8374 | 16.76 | |
| -0.0844 | -1.57 | |
| 0.2143 | 2.41 | |
| -0.2008 | -2.76 | |
| 0.0395 | 0.56 | |
| -0.0283 | -0.37 | |
| 0.5547 | 4.56 |
Estimation Period:
Jan 24, 2008 to Feb 20, 2026
Jan 24, 2008 to Feb 20, 2026
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