Soda Nikka Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.98% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7586 | 5.52 | |
| 0.1310 | 9.33 | |
| 0.7789 | 35.08 | |
| -0.0093 | -0.25 | |
| -0.0234 | -0.43 | |
| 0.0160 | 0.51 | |
| 0.0444 | 1.74 | |
| -0.0637 | -2.08 | |
| 0.1260 | 3.83 | |
| -0.1624 | -5.57 | |
| 0.0905 | 4.61 |
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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