Nippon Building Fund Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.32% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7468 | 3.96 | |
| 0.1286 | 7.90 | |
| 0.8101 | 33.60 | |
| 0.3259 | 5.14 | |
| -0.5751 | -6.46 | |
| 0.3576 | 6.83 | |
| -0.1720 | -3.74 | |
| 0.1324 | 3.03 | |
| -0.1166 | -2.65 | |
| 0.0657 | 2.03 |
Estimation Period:
Jun 27, 2002 to Feb 10, 2026
Jun 27, 2002 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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