Nihon Yamamura Glass Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:47.39% (+14.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5844 | 8.29 | |
| 0.1451 | 5.67 | |
| 0.7406 | 18.11 | |
| -0.0002 | -0.01 | |
| 0.1457 | 2.74 | |
| -0.3204 | -7.55 | |
| 0.2453 | 5.49 | |
| -0.0281 | -0.66 | |
| -0.1238 | -2.91 | |
| 0.1195 | 2.89 | |
| -0.0183 | -0.44 | |
| 0.0207 | 0.35 | |
| -0.2485 | -2.16 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
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