Nippon Shokubai Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.68% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3686 | 9.51 | |
| 0.1592 | 7.18 | |
| 0.6488 | 17.32 | |
| -0.0080 | -0.30 | |
| 0.0624 | 1.58 | |
| -0.1245 | -5.21 | |
| 0.1201 | 4.97 | |
| -0.0716 | -2.10 | |
| 0.0338 | 0.75 | |
| -0.0194 | -0.44 | |
| -0.0107 | -0.27 | |
| 0.0383 | 1.21 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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