Nikkato Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.61% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3701 | 3.99 | |
| 0.2569 | 7.31 | |
| 0.5412 | 10.78 | |
| 0.1015 | 1.25 | |
| -0.1821 | -1.73 | |
| 0.0325 | 0.54 | |
| 0.1773 | 2.70 | |
| -0.2280 | -3.00 | |
| 0.0731 | 0.84 | |
| 0.2340 | 2.83 | |
| -0.3913 | -5.52 | |
| 0.1593 | 2.20 | |
| 0.1495 | 1.76 |
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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