Nakabayashi Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.74% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4174 | 6.56 | |
| 0.1485 | 7.99 | |
| 0.7702 | 31.22 | |
| 0.0307 | 1.23 | |
| -0.0509 | -1.33 | |
| 0.0198 | 0.68 | |
| -0.0020 | -0.08 | |
| 0.0219 | 1.03 | |
| -0.0487 | -2.42 | |
| 0.0491 | 3.08 |
Estimation Period:
Jan 8, 1990 to Feb 10, 2026
Jan 8, 1990 to Feb 10, 2026
News Impact Curve
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