Nippon Kodoshi Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:72.08% (+30.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6322 | 4.92 | |
| 0.1439 | 5.80 | |
| 0.7398 | 15.34 | |
| -0.2613 | -4.46 | |
| 0.3319 | 3.83 | |
| -0.0177 | -0.33 | |
| -0.1013 | -2.09 | |
| 0.0493 | 0.78 | |
| 0.0389 | 0.50 | |
| -0.1624 | -2.11 | |
| 0.3246 | 4.21 |
Estimation Period:
Mar 1, 1996 to Feb 13, 2026
Mar 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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