Nakanishi Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.17% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2485 | 6.70 | |
| 0.1408 | 5.59 | |
| 0.5344 | 8.27 | |
| -0.0481 | -0.67 | |
| 0.1509 | 1.42 | |
| -0.2658 | -3.51 | |
| 0.3158 | 3.80 | |
| -0.2541 | -2.32 | |
| 0.1938 | 1.86 | |
| -0.1900 | -2.15 | |
| 0.2226 | 2.22 | |
| -0.3720 | -2.30 |
Estimation Period:
Dec 6, 2000 to Feb 10, 2026
Dec 6, 2000 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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