Niitaka Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:19.49% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4241 | 4.98 | |
| 0.3834 | 6.29 | |
| 0.4927 | 9.23 | |
| -0.4166 | -3.69 | |
| 0.7545 | 3.99 | |
| -0.6118 | -3.35 | |
| 0.3788 | 2.06 | |
| 0.0166 | 0.10 | |
| -0.3616 | -2.22 | |
| 0.6312 | 3.74 | |
| -0.7112 | -4.52 | |
| 0.2657 | 1.69 | |
| 0.4391 | 2.22 |
Estimation Period:
Apr 25, 2003 to Feb 20, 2026
Apr 25, 2003 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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