Nippon Concrete Industries Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.37% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3550 | 9.65 | |
| 0.1363 | 8.14 | |
| 0.7227 | 23.78 | |
| 0.0245 | 2.93 | |
| -0.0424 | -3.15 | |
| 0.0294 | 3.03 | |
| -0.0230 | -2.71 | |
| 0.0256 | 1.71 |
Estimation Period:
Jan 4, 1990 to Jan 30, 2026
Jan 4, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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