Nihon ISK Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.31% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6979 | 4.50 | |
| 0.2439 | 6.84 | |
| 0.6791 | 17.71 | |
| 0.1450 | 1.75 | |
| -0.2982 | -2.20 | |
| 0.2153 | 1.87 | |
| -0.0038 | -0.04 | |
| -0.1331 | -1.21 | |
| 0.0975 | 0.75 | |
| -0.0198 | -0.15 | |
| -0.0846 | -0.61 | |
| 0.2236 | 1.74 | |
| -0.2865 | -1.80 |
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Jan 20, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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