Nippon Info DEV Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.43% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3246 | 3.53 | |
| 0.1353 | 4.43 | |
| 0.7706 | 17.11 | |
| 0.0181 | 0.07 | |
| 0.1092 | 0.32 | |
| -0.2705 | -1.69 | |
| 0.1631 | 0.84 | |
| 0.3197 | 1.62 | |
| -0.8897 | -4.68 | |
| 1.0064 | 5.29 | |
| -0.7516 | -4.25 | |
| 0.4828 | 3.08 | |
| -0.2500 | -2.49 |
Estimation Period:
Jan 31, 2003 to Feb 13, 2026
Jan 31, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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