Nippon Chuzo Kk Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.07% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2136 | 4.16 | |
| 0.2109 | 6.74 | |
| 0.6289 | 14.37 | |
| -0.0433 | -1.59 | |
| 0.1097 | 2.71 | |
| -0.1311 | -3.88 | |
| 0.0784 | 2.35 | |
| 0.0015 | 0.04 | |
| -0.0588 | -1.31 | |
| 0.1116 | 2.25 | |
| -0.1310 | -2.40 | |
| 0.0962 | 2.13 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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