Nishimatsu Construction Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.39% (+7.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3782 | 9.50 | |
| 0.1238 | 7.46 | |
| 0.8022 | 27.53 | |
| 0.0205 | 0.98 | |
| 0.0180 | 0.56 | |
| -0.0981 | -4.07 | |
| 0.1325 | 5.20 | |
| -0.1414 | -4.66 | |
| 0.1019 | 3.44 | |
| -0.0536 | -2.19 | |
| 0.0339 | 1.14 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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