Nakamuraya Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.29% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3943 | 6.97 | |
| 0.1297 | 10.10 | |
| 0.7932 | 41.26 | |
| 0.0387 | 1.25 | |
| -0.0194 | -0.41 | |
| -0.0815 | -2.26 | |
| 0.1592 | 4.26 | |
| -0.1768 | -4.26 | |
| 0.0972 | 2.15 | |
| 0.0271 | 0.63 | |
| -0.1170 | -2.85 | |
| 0.1170 | 3.71 |
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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