Nippon Gear Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.53% (+1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0324 | 4.87 | |
| 0.1494 | 7.87 | |
| 0.7710 | 26.81 | |
| 0.0413 | 0.76 | |
| 0.0012 | 0.01 | |
| -0.1716 | -3.05 | |
| 0.2399 | 4.56 | |
| -0.1959 | -4.50 | |
| 0.1429 | 2.99 | |
| -0.0974 | -1.81 | |
| 0.1297 | 2.21 | |
| -0.1499 | -3.03 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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