Trusco Nakayama Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.70% (+2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9245 | 4.56 | |
| 0.1771 | 6.25 | |
| 0.5321 | 8.36 | |
| 0.0100 | 0.25 | |
| -0.0902 | -1.64 | |
| 0.1671 | 5.20 | |
| -0.1449 | -4.95 | |
| 0.0991 | 3.02 | |
| -0.0704 | -1.67 | |
| 0.0430 | 1.12 | |
| -0.0144 | -0.68 |
Estimation Period:
Aug 8, 1994 to Feb 10, 2026
Aug 8, 1994 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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