Nichiban Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.35% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4921 | 5.33 | |
| 0.0906 | 6.41 | |
| 0.8390 | 33.94 | |
| -0.0163 | -0.31 | |
| 0.0550 | 0.73 | |
| -0.0980 | -2.00 | |
| 0.0840 | 1.69 | |
| -0.0019 | -0.04 | |
| -0.0668 | -1.45 | |
| 0.1726 | 3.08 | |
| -0.2726 | -4.04 | |
| 0.1606 | 2.61 | |
| 0.0166 | 0.44 |
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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