Nakayamafuku Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.94% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2546 | 5.86 | |
| 0.1983 | 8.28 | |
| 0.6537 | 19.05 | |
| -0.0110 | -0.21 | |
| 0.0770 | 0.95 | |
| -0.1267 | -1.69 | |
| 0.1445 | 2.19 | |
| -0.1363 | -2.68 | |
| 0.1235 | 2.35 | |
| -0.1939 | -3.23 | |
| 0.1900 | 4.12 |
Estimation Period:
Jan 25, 1999 to Feb 10, 2026
Jan 25, 1999 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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