Soda Nikka Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.00% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7695 | 5.58 | |
| 0.1320 | 9.35 | |
| 0.7770 | 34.83 | |
| -0.0054 | -0.15 | |
| -0.0293 | -0.54 | |
| 0.0191 | 0.61 | |
| 0.0431 | 1.69 | |
| -0.0619 | -2.00 | |
| 0.1191 | 3.49 | |
| -0.1430 | -4.04 | |
| 0.0374 | 0.72 |
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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