Nippon Filcon Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.01% (+2.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9150 | 4.84 | |
| 0.2166 | 8.48 | |
| 0.6692 | 20.44 | |
| 0.0503 | 0.55 | |
| -0.0137 | -0.10 | |
| -0.1735 | -2.01 | |
| 0.2303 | 3.12 | |
| -0.1389 | -2.19 | |
| 0.0083 | 0.13 | |
| 0.1800 | 2.13 | |
| -0.3016 | -2.86 | |
| 0.2895 | 2.24 | |
| -0.3265 | -1.62 |
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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