Nisshin Seifun Group Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.80% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6890 | 6.85 | |
| 0.1107 | 5.73 | |
| 0.8343 | 33.93 | |
| 0.0179 | 1.14 | |
| -0.0380 | -1.70 | |
| 0.0397 | 2.86 | |
| -0.0156 | -0.98 | |
| -0.0173 | -0.98 | |
| 0.0203 | 1.60 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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