Nittoc Construction Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.11% (+5.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8350 | 9.47 | |
| 0.1260 | 7.50 | |
| 0.7847 | 30.52 | |
| 0.0043 | 1.44 | |
| -0.0173 | -3.66 | |
| 0.0216 | 4.24 |
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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