Shinwa Co Ltd Nagoya Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.18% (+2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0124 | 7.45 | |
| 0.1926 | 7.32 | |
| 0.6321 | 15.14 | |
| 0.0304 | 1.71 | |
| -0.0506 | -1.86 | |
| 0.0528 | 2.76 | |
| -0.0564 | -3.74 | |
| 0.0340 | 3.28 |
Estimation Period:
Aug 20, 1999 to Feb 10, 2026
Aug 20, 1999 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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