Nanocms Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.76% (+4.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2642 | 2.14 | |
| 0.2249 | 5.16 | |
| 0.7729 | 19.37 | |
| 5.0806 | 0.22 | |
| -11.4258 | -0.44 | |
| 7.4312 | 0.59 | |
| -6.8797 | -0.61 | |
| 10.1041 | 0.68 | |
| 6.4167 | 0.39 | |
| -25.5261 | -1.55 | |
| 24.0838 | 2.01 | |
| -21.2522 | -1.77 | |
| 19.7371 | 1.84 |
Estimation Period:
Mar 9, 2021 to Feb 6, 2026
Mar 9, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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