Neojapan Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.89% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7504 | 4.45 | |
| 0.1185 | 4.24 | |
| 0.6440 | 7.38 | |
| 1.9503 | 2.14 | |
| -1.6561 | -1.26 | |
| -1.8523 | -2.52 | |
| 3.7707 | 5.80 | |
| -4.1521 | -5.27 | |
| 3.0002 | 4.05 | |
| -1.8426 | -2.80 | |
| 2.1016 | 2.88 | |
| -2.6504 | -3.62 | |
| 1.8767 | 3.28 |
Estimation Period:
Nov 30, 2015 to Feb 13, 2026
Nov 30, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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