Nippon Soda Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:23.53% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1901 | 7.24 | |
| 0.1001 | 7.59 | |
| 0.8061 | 31.32 | |
| -0.0592 | -1.83 | |
| 0.1337 | 2.84 | |
| -0.1506 | -4.76 | |
| 0.1581 | 5.03 | |
| -0.1607 | -4.48 | |
| 0.1235 | 3.21 | |
| -0.0634 | -1.52 | |
| 0.0090 | 0.19 | |
| 0.0141 | 0.24 |
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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