Nihon Dengi Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:61.63% (+4.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9433 | 4.14 | |
| 0.1383 | 6.22 | |
| 0.7285 | 17.76 | |
| 0.1340 | 0.85 | |
| -0.0692 | -0.29 | |
| -0.1971 | -0.82 | |
| 0.1978 | 0.71 | |
| 0.0209 | 0.10 | |
| -0.1714 | -1.16 | |
| 0.1372 | 1.11 | |
| -0.1588 | -1.18 | |
| 0.3224 | 1.96 | |
| -0.3540 | -2.82 |
Estimation Period:
Mar 14, 2003 to Feb 13, 2026
Mar 14, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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