Nitchitsu Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.42% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8131 | 8.25 | |
| 0.1699 | 7.89 | |
| 0.7308 | 25.00 | |
| 0.0566 | 4.03 | |
| -0.0888 | -4.23 | |
| 0.0367 | 2.64 | |
| -0.0110 | -0.76 | |
| 0.0317 | 1.95 | |
| -0.0357 | -2.65 |
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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