Nippon Carbon Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.89% (+4.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0179 | 6.98 | |
| 0.1335 | 7.87 | |
| 0.7637 | 29.07 | |
| -0.0823 | -1.67 | |
| 0.1613 | 2.23 | |
| -0.1076 | -2.35 | |
| -0.0291 | -0.67 | |
| 0.1429 | 2.97 | |
| -0.1862 | -3.73 | |
| 0.2535 | 4.58 | |
| -0.3334 | -4.53 | |
| 0.2944 | 2.85 | |
| -0.2328 | -1.32 |
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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