Nichia Steel Works Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.08% (-4.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4159 | 9.30 | |
| 0.1714 | 9.50 | |
| 0.7083 | 25.37 | |
| -0.0226 | -0.49 | |
| 0.0717 | 1.01 | |
| -0.1119 | -2.55 | |
| 0.1108 | 3.42 | |
| -0.0507 | -1.54 | |
| -0.0303 | -0.84 | |
| 0.0896 | 2.49 | |
| -0.1290 | -3.10 | |
| 0.1524 | 2.35 |
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Jan 5, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Nichia Steel Works Ltd Analyses
Other Spline-GARCH Analyses on International Equities