Nichireki Group Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.55% (+10.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0036 | 10.06 | |
| 0.1300 | 8.97 | |
| 0.7332 | 27.85 | |
| 0.0771 | 7.02 | |
| -0.1269 | -7.47 | |
| 0.0939 | 7.81 | |
| -0.0683 | -6.47 | |
| 0.0220 | 1.92 | |
| 0.0140 | 0.79 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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