Nichiha Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.86% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9186 | 3.94 | |
| 0.1471 | 5.67 | |
| 0.6835 | 15.30 | |
| 0.0445 | 0.66 | |
| -0.0957 | -1.10 | |
| 0.0245 | 0.43 | |
| 0.1482 | 2.75 | |
| -0.2641 | -5.54 | |
| 0.2165 | 4.21 | |
| -0.0922 | -1.72 | |
| 0.0267 | 0.46 | |
| -0.0478 | -0.69 | |
| 0.1119 | 0.93 |
Estimation Period:
Oct 28, 1993 to Feb 10, 2026
Oct 28, 1993 to Feb 10, 2026
News Impact Curve
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