Nihon M&A Center Holdings Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.15% (+3.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3966 | 4.37 | |
| 0.2096 | 3.75 | |
| 0.5399 | 9.26 | |
| 0.1269 | 2.55 | |
| -0.1789 | -2.24 | |
| 0.0972 | 1.47 | |
| -0.0358 | -0.56 | |
| -0.1226 | -1.30 |
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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