New Japan Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:43.60% (-5.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1336 | 4.00 | |
| 0.1769 | 6.60 | |
| 0.7253 | 19.37 | |
| 0.1761 | 2.05 | |
| -0.1697 | -1.33 | |
| -0.0249 | -0.25 | |
| 0.1506 | 1.82 | |
| -0.3734 | -4.08 | |
| 0.4185 | 3.55 | |
| -0.2754 | -2.37 | |
| 0.1519 | 1.55 | |
| -0.0639 | -1.00 |
Estimation Period:
Jan 25, 1999 to Feb 13, 2026
Jan 25, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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