Nissei Asb Machine Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.70% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6129 | 5.95 | |
| 0.1553 | 7.58 | |
| 0.6668 | 18.15 | |
| 0.1135 | 2.02 | |
| -0.1424 | -1.71 | |
| -0.0554 | -0.91 | |
| 0.2146 | 3.20 | |
| -0.2406 | -2.98 | |
| 0.1980 | 2.69 | |
| -0.0957 | -1.61 | |
| -0.0181 | -0.25 | |
| -0.0337 | -0.41 | |
| 0.1231 | 1.98 |
Estimation Period:
Aug 8, 1994 to Feb 10, 2026
Aug 8, 1994 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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