Nidec Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.13% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8629 | 6.89 | |
| 0.1891 | 2.33 | |
| 0.5142 | 3.57 | |
| -0.0818 | -0.76 | |
| 0.3735 | 1.83 |
Estimation Period:
Apr 23, 2021 to Feb 6, 2026
Apr 23, 2021 to Feb 6, 2026
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