Nitto Kohki Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.82% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6300 | 5.15 | |
| 0.0871 | 8.08 | |
| 0.8616 | 46.55 | |
| -0.1922 | -4.16 | |
| 0.1616 | 2.33 | |
| 0.1577 | 3.07 | |
| -0.2526 | -5.25 | |
| 0.2139 | 4.98 | |
| -0.0953 | -2.29 | |
| -0.0289 | -0.64 | |
| 0.0520 | 1.47 |
Estimation Period:
Nov 3, 1995 to Feb 6, 2026
Nov 3, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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