Nihon Dengi Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:62.35% (+7.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9419 | 5.12 | |
| 0.1416 | 6.10 | |
| 0.7354 | 18.42 | |
| 0.1069 | 2.08 | |
| -0.1769 | -2.13 | |
| 0.1479 | 2.07 | |
| -0.1195 | -1.74 | |
| 0.0498 | 0.83 | |
| 0.0896 | 1.14 |
Estimation Period:
Mar 14, 2003 to Feb 10, 2026
Mar 14, 2003 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Nihon Dengi Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities