Trusco Nakayama Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.50% (-2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9423 | 4.61 | |
| 0.1797 | 6.40 | |
| 0.5251 | 8.37 | |
| 0.0185 | 0.46 | |
| -0.1052 | -1.92 | |
| 0.1799 | 5.59 | |
| -0.1574 | -5.37 | |
| 0.1124 | 3.42 | |
| -0.0883 | -2.07 | |
| 0.0751 | 1.75 | |
| -0.0937 | -1.95 |
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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