NK Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:109.32% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2474 | 9.20 | |
| 0.0576 | 4.10 | |
| 0.8370 | 16.74 | |
| -0.0849 | -1.58 | |
| 0.2150 | 2.42 | |
| -0.2013 | -2.76 | |
| 0.0401 | 0.57 | |
| -0.0295 | -0.38 | |
| 0.5582 | 4.54 |
Estimation Period:
Jan 24, 2008 to Feb 13, 2026
Jan 24, 2008 to Feb 13, 2026
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