Nippon Chuzo Kk Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.08% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1428 | 4.03 | |
| 0.2115 | 6.76 | |
| 0.6275 | 14.26 | |
| -0.0653 | -2.34 | |
| 0.1440 | 3.54 | |
| -0.1509 | -4.48 | |
| 0.0889 | 2.66 | |
| -0.0007 | -0.02 | |
| -0.0626 | -1.39 | |
| 0.1195 | 2.36 | |
| -0.1441 | -2.37 | |
| 0.1252 | 1.56 |
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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