Nankai Electric Railway Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.07% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5084 | 7.94 | |
| 0.2150 | 8.58 | |
| 0.6450 | 21.58 | |
| 0.0361 | 2.49 | |
| -0.0341 | -1.47 | |
| -0.0171 | -0.89 | |
| 0.0442 | 2.64 | |
| -0.0568 | -2.88 | |
| 0.0420 | 1.33 |
Estimation Period:
May 23, 1991 to Feb 13, 2026
May 23, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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