Nakayama Steel Works Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.96% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2317 | 8.45 | |
| 0.1958 | 8.17 | |
| 0.6203 | 15.88 | |
| 0.0536 | 2.64 | |
| -0.0431 | -1.44 | |
| -0.0622 | -3.08 | |
| 0.0988 | 4.84 | |
| -0.0716 | -2.62 | |
| 0.0177 | 0.51 | |
| 0.0183 | 0.68 | |
| -0.0089 | -0.62 |
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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