Nohmi Bosai Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.70% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6426 | 7.17 | |
| 0.1589 | 7.14 | |
| 0.7032 | 21.46 | |
| 0.0692 | 3.33 | |
| -0.1027 | -2.88 | |
| 0.0323 | 0.90 | |
| 0.0224 | 0.69 | |
| -0.0371 | -1.70 | |
| 0.0237 | 1.42 | |
| -0.0090 | -0.76 |
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Jan 5, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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