Namura Shipbuilding Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:70.39% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3668 | 6.91 | |
| 0.1488 | 8.34 | |
| 0.7170 | 25.45 | |
| 0.0851 | 3.25 | |
| -0.0950 | -2.20 | |
| -0.0136 | -0.31 | |
| 0.0318 | 0.93 | |
| 0.0037 | 0.15 | |
| -0.0325 | -1.11 | |
| 0.0704 | 2.10 | |
| -0.1142 | -2.74 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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