Nihon ISK Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.80% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5449 | 4.10 | |
| 0.2385 | 6.81 | |
| 0.6901 | 18.79 | |
| 0.1018 | 1.15 | |
| -0.2387 | -1.66 | |
| 0.1931 | 1.61 | |
| -0.0001 | -0.00 | |
| -0.1241 | -1.12 | |
| 0.0827 | 0.64 | |
| -0.0082 | -0.06 | |
| -0.0768 | -0.56 | |
| 0.1695 | 1.52 | |
| -0.1231 | -1.98 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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