Nanocms Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:63.24% (+2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3130 | 2.27 | |
| 0.2528 | 5.77 | |
| 0.7445 | 18.97 | |
| 5.3736 | 0.21 | |
| -11.2696 | -0.39 | |
| 6.1465 | 0.53 | |
| -3.9913 | -0.39 | |
| 5.5038 | 0.41 | |
| 9.9634 | 0.68 | |
| -26.6666 | -1.77 | |
| 25.1136 | 2.21 | |
| -24.7147 | -1.98 | |
| 36.8159 | 2.24 |
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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