Nitchitsu Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.71% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6399 | 8.06 | |
| 0.1698 | 8.26 | |
| 0.7291 | 24.81 | |
| 0.0314 | 3.30 | |
| -0.0559 | -3.68 | |
| 0.0294 | 2.30 | |
| 0.0001 | 0.01 | |
| 0.0197 | 0.77 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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