Njs Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.39% (+5.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3822 | 4.85 | |
| 0.1665 | 6.27 | |
| 0.7263 | 16.93 | |
| -0.0039 | -0.03 | |
| 0.0707 | 0.37 | |
| -0.1097 | -0.66 | |
| 0.1372 | 0.85 | |
| -0.1942 | -1.12 | |
| 0.2866 | 2.02 | |
| -0.4717 | -4.40 | |
| 0.6212 | 5.36 | |
| -0.5664 | -3.65 |
Estimation Period:
Sep 26, 2002 to Feb 13, 2026
Sep 26, 2002 to Feb 13, 2026
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