Niterra Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.61% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4331 | 7.71 | |
| 0.1163 | 9.08 | |
| 0.7992 | 41.38 | |
| -0.0156 | -0.55 | |
| 0.1006 | 2.33 | |
| -0.1712 | -5.17 | |
| 0.1554 | 5.35 | |
| -0.1219 | -4.73 | |
| 0.0855 | 3.30 | |
| -0.0460 | -1.67 | |
| 0.0008 | 0.02 | |
| 0.0260 | 0.87 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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