Nakayamafuku Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.37% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1946 | 5.78 | |
| 0.1984 | 8.29 | |
| 0.6505 | 18.83 | |
| -0.0223 | -0.43 | |
| 0.0951 | 1.17 | |
| -0.1395 | -1.87 | |
| 0.1563 | 2.38 | |
| -0.1487 | -2.90 | |
| 0.1395 | 2.47 | |
| -0.2221 | -2.96 | |
| 0.2602 | 2.53 |
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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