Nichiha Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.05% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8984 | 3.82 | |
| 0.1450 | 5.78 | |
| 0.6950 | 16.32 | |
| 0.0248 | 0.36 | |
| -0.0656 | -0.74 | |
| 0.0120 | 0.20 | |
| 0.1451 | 2.65 | |
| -0.2492 | -5.14 | |
| 0.1960 | 3.74 | |
| -0.0704 | -1.30 | |
| 0.0028 | 0.05 | |
| -0.0138 | -0.24 | |
| 0.0423 | 0.93 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
News Impact Curve
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