Nippon Felt Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.61% (-6.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2560 | 8.49 | |
| 0.1894 | 10.75 | |
| 0.6972 | 27.17 | |
| 0.0103 | 0.26 | |
| 0.0497 | 0.76 | |
| -0.1237 | -2.29 | |
| 0.0797 | 1.53 | |
| -0.0052 | -0.09 | |
| -0.0314 | -0.50 | |
| 0.0209 | 0.33 | |
| 0.0728 | 1.15 | |
| -0.1964 | -2.71 | |
| 0.4275 | 3.57 |
Estimation Period:
Jan 17, 1990 to Feb 10, 2026
Jan 17, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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