Nippon Express Holdings Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.28% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3284 | 9.19 | |
| 0.1111 | 6.83 | |
| 0.7715 | 28.08 | |
| 0.0228 | 0.65 | |
| 0.0388 | 0.68 | |
| -0.1320 | -3.12 | |
| 0.0842 | 2.37 | |
| 0.0175 | 0.54 | |
| -0.0883 | -2.07 | |
| 0.1304 | 2.15 | |
| -0.1102 | -1.30 | |
| -0.0040 | -0.05 | |
| 0.1289 | 1.44 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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