Nihon M&A Center Holdings Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.40% (+3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4273 | 3.36 | |
| 0.2209 | 3.61 | |
| 0.5152 | 8.57 | |
| 0.1569 | 0.97 | |
| -0.0883 | -0.34 | |
| -0.1004 | -0.36 | |
| -0.0297 | -0.09 | |
| 0.1670 | 0.54 | |
| -0.1342 | -0.46 | |
| 0.1088 | 0.39 | |
| -0.2732 | -1.05 | |
| 0.2978 | 1.71 |
Estimation Period:
Oct 10, 2006 to Feb 10, 2026
Oct 10, 2006 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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