Naikai Zosen Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:79.62% (+14.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1585 | 3.48 | |
| 0.2041 | 6.47 | |
| 0.6902 | 16.81 | |
| -0.4306 | -3.46 | |
| 0.6963 | 3.93 | |
| -0.4452 | -3.98 | |
| 0.3049 | 3.01 | |
| -0.1496 | -1.35 | |
| -0.0618 | -0.46 | |
| 0.2634 | 2.10 | |
| -0.2299 | -2.08 | |
| 0.0201 | 0.12 |
Estimation Period:
Jan 25, 1999 to Feb 13, 2026
Jan 25, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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