Nichimo Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.61% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6119 | 6.02 | |
| 0.1360 | 7.00 | |
| 0.7623 | 29.13 | |
| 0.0492 | 3.61 | |
| -0.0822 | -3.66 | |
| 0.0556 | 2.60 | |
| -0.0607 | -2.91 | |
| 0.0932 | 4.40 | |
| -0.1285 | -4.34 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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