Nippon Concrete Industries Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:59.10% (+26.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4590 | 9.99 | |
| 0.1392 | 8.06 | |
| 0.7113 | 22.21 | |
| 0.0457 | 4.16 | |
| -0.0737 | -4.33 | |
| 0.0427 | 2.68 | |
| -0.0232 | -1.17 | |
| 0.0097 | 0.54 | |
| 0.0034 | 0.31 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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