Nihon Seikan KK Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.19% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7660 | 5.47 | |
| 0.1370 | 6.07 | |
| 0.7512 | 22.17 | |
| -0.0117 | -0.16 | |
| 0.0000 | 0.00 | |
| -0.0654 | -0.75 | |
| 0.1658 | 2.18 | |
| -0.1635 | -2.53 | |
| 0.1569 | 2.80 | |
| -0.1940 | -3.55 | |
| 0.2343 | 3.27 | |
| -0.2076 | -2.75 | |
| 0.1220 | 2.28 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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