Nissha Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.23% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2362 | 8.45 | |
| 0.1026 | 5.14 | |
| 0.7355 | 15.68 | |
| 0.0678 | 4.30 | |
| -0.1002 | -4.05 | |
| 0.0685 | 3.66 | |
| -0.0701 | -3.80 | |
| 0.0475 | 2.40 | |
| -0.0298 | -1.69 | |
| 0.0299 | 2.52 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
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