Nissei Asb Machine Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.60% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6789 | 6.22 | |
| 0.1564 | 7.69 | |
| 0.6615 | 18.04 | |
| 0.1273 | 2.30 | |
| -0.1567 | -1.91 | |
| -0.0614 | -1.03 | |
| 0.2311 | 3.50 | |
| -0.2608 | -3.31 | |
| 0.2185 | 3.05 | |
| -0.1176 | -1.99 | |
| 0.0102 | 0.14 | |
| -0.0856 | -0.93 | |
| 0.2616 | 2.45 |
Estimation Period:
Aug 8, 1994 to Feb 6, 2026
Aug 8, 1994 to Feb 6, 2026
News Impact Curve
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