NCD Co Ltd/Shinagawa Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.41% (-2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8893 | 3.44 | |
| 0.1960 | 6.27 | |
| 0.6594 | 16.47 | |
| 0.2169 | 1.54 | |
| -0.3309 | -1.75 | |
| 0.2502 | 2.02 | |
| -0.3736 | -3.03 | |
| 0.6073 | 3.55 | |
| -0.5927 | -2.59 | |
| 0.2059 | 0.92 | |
| -0.0525 | -0.31 | |
| 0.4208 | 2.78 | |
| -0.9053 | -3.18 |
Estimation Period:
Dec 6, 2000 to Feb 13, 2026
Dec 6, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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