Nankai Tatsumura Constr Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:56.69% (+24.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8991 | 4.56 | |
| 0.2210 | 6.75 | |
| 0.6893 | 21.56 | |
| 0.0256 | 1.26 | |
| -0.0830 | -2.91 | |
| 0.0940 | 4.48 | |
| -0.0568 | -2.38 | |
| 0.0116 | 0.47 | |
| 0.0294 | 1.61 |
Estimation Period:
Sep 30, 1993 to Feb 13, 2026
Sep 30, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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