Nippon Carbon Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.95% (+3.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1122 | 7.51 | |
| 0.1317 | 7.30 | |
| 0.7596 | 26.61 | |
| -0.0481 | -0.99 | |
| 0.1135 | 1.58 | |
| -0.0919 | -2.03 | |
| -0.0241 | -0.56 | |
| 0.1245 | 2.59 | |
| -0.1614 | -3.26 | |
| 0.2238 | 4.19 | |
| -0.2920 | -4.46 | |
| 0.2222 | 3.38 | |
| -0.0560 | -1.06 |
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Jan 5, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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