Nisshin Group Holdings Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:25.14% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5735 | 5.76 | |
| 0.1703 | 7.13 | |
| 0.6618 | 19.39 | |
| -0.0273 | -0.46 | |
| 0.2038 | 2.32 | |
| -0.3161 | -4.77 | |
| 0.1146 | 1.95 | |
| 0.1134 | 2.28 | |
| -0.1353 | -2.41 | |
| 0.0231 | 0.31 | |
| 0.1457 | 0.75 |
Estimation Period:
Jan 4, 2000 to Feb 13, 2026
Jan 4, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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