Nikkato Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.40% (-4.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3844 | 4.13 | |
| 0.2573 | 7.36 | |
| 0.5395 | 10.75 | |
| 0.0934 | 1.18 | |
| -0.1670 | -1.63 | |
| 0.0238 | 0.39 | |
| 0.1758 | 2.69 | |
| -0.2201 | -2.92 | |
| 0.0648 | 0.75 | |
| 0.2415 | 2.95 | |
| -0.4047 | -5.89 | |
| 0.1961 | 2.96 | |
| 0.0442 | 0.92 |
Estimation Period:
Jan 20, 1995 to Feb 6, 2026
Jan 20, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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