Nikkon Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.40% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0893 | 5.98 | |
| 0.0982 | 9.30 | |
| 0.8421 | 52.39 | |
| 0.0035 | 0.09 | |
| 0.1038 | 1.67 | |
| -0.2020 | -3.91 | |
| 0.1586 | 3.07 | |
| -0.0994 | -2.17 | |
| 0.0617 | 1.58 | |
| -0.0756 | -2.01 | |
| 0.1053 | 2.67 | |
| -0.0990 | -2.12 | |
| 0.0634 | 1.53 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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