Nakayama Steel Works Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.97% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2701 | 8.76 | |
| 0.1936 | 8.37 | |
| 0.6140 | 15.33 | |
| 0.0597 | 3.00 | |
| -0.0504 | -1.72 | |
| -0.0616 | -3.11 | |
| 0.1001 | 5.00 | |
| -0.0703 | -2.63 | |
| 0.0081 | 0.24 | |
| 0.0470 | 1.73 | |
| -0.0887 | -2.02 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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