Nifco Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.03% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4721 | 7.00 | |
| 0.1104 | 7.36 | |
| 0.8015 | 36.09 | |
| 0.0270 | 0.87 | |
| 0.0210 | 0.44 | |
| -0.1512 | -4.15 | |
| 0.2201 | 5.97 | |
| -0.2023 | -5.33 | |
| 0.1268 | 3.79 | |
| -0.0473 | -1.48 | |
| 0.0101 | 0.29 | |
| -0.0694 | -1.35 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
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