Nitto Denko Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.90% (+1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5704 | 7.22 | |
| 0.0804 | 6.33 | |
| 0.8563 | 43.69 | |
| 0.0305 | 1.23 | |
| 0.0293 | 0.81 | |
| -0.1414 | -5.55 | |
| 0.1369 | 5.82 | |
| -0.0787 | -3.44 | |
| 0.0208 | 0.61 | |
| 0.0080 | 0.20 | |
| -0.0031 | -0.12 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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