Nichimo Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.28% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3232 | 5.68 | |
| 0.1246 | 6.91 | |
| 0.7963 | 33.97 | |
| -0.0391 | -0.70 | |
| 0.1160 | 1.34 | |
| -0.1536 | -2.24 | |
| 0.1016 | 1.13 | |
| -0.0130 | -0.13 | |
| -0.0424 | -0.56 | |
| 0.0060 | 0.12 | |
| 0.1094 | 2.47 | |
| -0.1390 | -2.86 | |
| 0.0709 | 2.03 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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