NK Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.42% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0057 | 5.88 | |
| 0.0464 | 4.05 | |
| 0.8888 | 23.41 | |
| -0.4244 | -1.79 | |
| 0.5389 | 1.51 | |
| 0.0284 | 0.11 | |
| -0.2071 | -0.73 | |
| 0.0651 | 0.20 | |
| -0.1123 | -0.30 | |
| 0.1559 | 0.39 | |
| -0.2936 | -0.98 | |
| 0.8943 | 3.04 | |
| -1.0006 | -3.28 |
Estimation Period:
Jan 24, 2008 to Feb 6, 2026
Jan 24, 2008 to Feb 6, 2026
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