Nohmi Bosai Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.51% (+1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6821 | 7.32 | |
| 0.1582 | 7.10 | |
| 0.7024 | 21.21 | |
| 0.0740 | 3.59 | |
| -0.1099 | -3.09 | |
| 0.0363 | 1.01 | |
| 0.0194 | 0.59 | |
| -0.0327 | -1.48 | |
| 0.0133 | 0.75 | |
| 0.0197 | 0.94 |
Estimation Period:
Jan 5, 1990 to Feb 10, 2026
Jan 5, 1990 to Feb 10, 2026
News Impact Curve
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