Nitto Kohki Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.08% (+2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6163 | 5.13 | |
| 0.0877 | 7.98 | |
| 0.8590 | 44.87 | |
| -0.1966 | -4.33 | |
| 0.1675 | 2.46 | |
| 0.1564 | 3.10 | |
| -0.2530 | -5.34 | |
| 0.2114 | 4.96 | |
| -0.0816 | -1.91 | |
| -0.0665 | -1.31 | |
| 0.1492 | 2.35 |
Estimation Period:
Nov 3, 1995 to Feb 13, 2026
Nov 3, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Nitto Kohki Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities