Nichia Steel Works Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:52.32% (+2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4083 | 9.14 | |
| 0.1713 | 9.41 | |
| 0.7086 | 25.19 | |
| -0.0127 | -0.27 | |
| 0.0529 | 0.73 | |
| -0.0962 | -2.18 | |
| 0.1001 | 3.08 | |
| -0.0462 | -1.40 | |
| -0.0272 | -0.76 | |
| 0.0769 | 2.24 | |
| -0.1008 | -3.08 | |
| 0.0802 | 3.11 |
Estimation Period:
Jan 5, 1990 to Jan 30, 2026
Jan 5, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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