Nippon Felt Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:43.05% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5254 | 7.59 | |
| 0.1753 | 10.69 | |
| 0.7484 | 35.86 | |
| 0.0468 | 3.42 | |
| -0.0700 | -3.32 | |
| 0.0309 | 1.81 | |
| -0.0162 | -0.83 | |
| 0.0323 | 1.49 | |
| -0.0335 | -2.04 |
Estimation Period:
Jan 17, 1990 to Feb 13, 2026
Jan 17, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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