Nissin Shoji Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.73% (+2.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6655 | 5.74 | |
| 0.2042 | 6.40 | |
| 0.6829 | 17.15 | |
| -0.2722 | -6.32 | |
| 0.3421 | 4.95 | |
| -0.0956 | -1.73 | |
| 0.0690 | 1.28 | |
| -0.0468 | -0.86 | |
| -0.0025 | -0.05 |
Estimation Period:
Mar 26, 1996 to Feb 10, 2026
Mar 26, 1996 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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