Nissin Shoji Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.67% (+1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5360 | 4.20 | |
| 0.2080 | 6.19 | |
| 0.6549 | 14.03 | |
| -0.4123 | -4.44 | |
| 0.4317 | 3.25 | |
| 0.0194 | 0.22 | |
| -0.0685 | -0.71 | |
| 0.0692 | 0.70 | |
| 0.0152 | 0.17 | |
| -0.2033 | -2.68 | |
| 0.5483 | 5.90 |
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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