Nippon Building Fund Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.29% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7461 | 3.94 | |
| 0.1288 | 7.89 | |
| 0.8098 | 33.25 | |
| 0.3279 | 5.15 | |
| -0.5791 | -6.49 | |
| 0.3603 | 6.88 | |
| -0.1706 | -3.68 | |
| 0.1218 | 2.68 | |
| -0.0883 | -1.67 | |
| -0.0062 | -0.08 |
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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