Nisso Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.63% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9034 | 2.67 | |
| 0.3027 | 6.70 | |
| 0.6012 | 14.41 | |
| -0.8856 | -2.08 | |
| 1.3733 | 2.24 | |
| -0.9068 | -2.71 | |
| 0.2999 | 1.09 | |
| 0.5538 | 1.48 | |
| -0.3584 | -0.78 | |
| -0.5399 | -1.33 | |
| 0.9415 | 2.55 | |
| -0.7851 | -2.00 | |
| 0.4018 | 1.52 |
Estimation Period:
Aug 9, 2007 to Feb 6, 2026
Aug 9, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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