Nihon Falcom Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.14% (+9.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7628 | 2.18 | |
| 0.2277 | 8.14 | |
| 0.6978 | 21.66 | |
| -0.5260 | -1.49 | |
| 0.8591 | 1.71 | |
| -0.6307 | -2.50 | |
| 0.5790 | 3.03 | |
| -0.5028 | -2.60 | |
| 0.4118 | 2.07 | |
| -0.4913 | -3.02 | |
| 0.6310 | 4.99 | |
| -0.4551 | -5.18 |
Estimation Period:
Dec 5, 2003 to Feb 10, 2026
Dec 5, 2003 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Nihon Falcom Corp Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities