Nissan Tokyo Sales Hldgs Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.96% (+0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2322 | 7.35 | |
| 0.1337 | 6.22 | |
| 0.7512 | 19.57 | |
| 0.1277 | 4.10 | |
| -0.2479 | -5.22 | |
| 0.2178 | 6.24 | |
| -0.1273 | -3.37 | |
| -0.0285 | -0.71 | |
| 0.1042 | 2.84 | |
| -0.0214 | -0.56 | |
| -0.1121 | -2.07 |
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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