Nippon Kanzai Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.59% (+1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7657 | 3.40 | |
| 0.1912 | 8.00 | |
| 0.7050 | 25.73 | |
| 0.2002 | 2.55 | |
| -0.4357 | -4.00 | |
| 0.3952 | 5.15 | |
| -0.1495 | -2.06 | |
| -0.1371 | -2.15 | |
| 0.3164 | 4.76 | |
| -0.3811 | -5.50 | |
| 0.3336 | 4.95 | |
| -0.2399 | -3.53 | |
| 0.1713 | 1.90 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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