Yulon Nissan Motor Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.02% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1055 | 5.62 | |
| 0.1882 | 7.03 | |
| 0.6167 | 13.70 | |
| 0.2666 | 1.73 | |
| -0.2832 | -1.26 | |
| -0.1068 | -0.80 | |
| 0.1003 | 0.87 | |
| 0.0775 | 0.66 | |
| -0.0836 | -0.56 | |
| 0.1557 | 0.72 | |
| -0.3668 | -1.43 | |
| 0.6696 | 2.41 | |
| -0.9887 | -2.97 |
Estimation Period:
Jan 18, 2005 to Feb 6, 2026
Jan 18, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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