Nichirei Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.65% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5308 | 7.08 | |
| 0.1231 | 5.62 | |
| 0.7975 | 24.75 | |
| 0.0693 | 1.88 | |
| -0.0099 | -0.17 | |
| -0.1961 | -4.87 | |
| 0.2459 | 7.18 | |
| -0.1674 | -5.03 | |
| 0.1111 | 3.29 | |
| -0.0887 | -2.29 | |
| 0.0330 | 0.68 | |
| 0.0307 | 0.42 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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