Nagoya Railroad Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.85% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7041 | 6.14 | |
| 0.1446 | 6.95 | |
| 0.6961 | 17.32 | |
| -0.0900 | -2.13 | |
| 0.2074 | 3.37 | |
| -0.2036 | -4.30 | |
| 0.1604 | 3.41 | |
| -0.1362 | -3.12 | |
| 0.1160 | 2.79 | |
| -0.0764 | -1.34 | |
| 0.0322 | 0.40 | |
| -0.0425 | -0.54 | |
| 0.0533 | 1.21 |
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Jan 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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