Niitaka Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.43% (-3.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4238 | 5.03 | |
| 0.3723 | 6.36 | |
| 0.5064 | 9.86 | |
| -0.4004 | -3.48 | |
| 0.7274 | 3.77 | |
| -0.5949 | -3.19 | |
| 0.3706 | 1.99 | |
| 0.0211 | 0.13 | |
| -0.3727 | -2.23 | |
| 0.6642 | 3.85 | |
| -0.7899 | -5.01 | |
| 0.4473 | 2.93 | |
| -0.0308 | -0.26 |
Estimation Period:
Apr 25, 2003 to Feb 13, 2026
Apr 25, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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