Nakamuraya Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.43% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4764 | 7.17 | |
| 0.1322 | 10.17 | |
| 0.7897 | 40.57 | |
| 0.0456 | 1.48 | |
| -0.0270 | -0.56 | |
| -0.0836 | -2.32 | |
| 0.1654 | 4.44 | |
| -0.1810 | -4.36 | |
| 0.0931 | 2.04 | |
| 0.0467 | 1.04 | |
| -0.1657 | -3.55 | |
| 0.2393 | 3.86 |
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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