Nagano Keiki Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.32% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5064 | 5.87 | |
| 0.0713 | 5.45 | |
| 0.8859 | 34.00 | |
| 0.0856 | 0.79 | |
| -0.2153 | -1.17 | |
| 0.3387 | 2.29 | |
| -0.3706 | -3.37 | |
| 0.1658 | 1.52 | |
| 0.0984 | 0.77 | |
| -0.1044 | -0.67 | |
| -0.1073 | -0.69 | |
| 0.3045 | 2.05 | |
| -0.7477 | -2.93 |
Estimation Period:
Dec 14, 1998 to Feb 10, 2026
Dec 14, 1998 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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