Nissan Motor Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.69% (+12.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6689 | 3.85 | |
| 0.1575 | 3.92 | |
| 0.4212 | 3.12 | |
| -0.0894 | -0.06 | |
| 1.7378 | 0.92 | |
| -4.6792 | -4.32 | |
| 5.2961 | 4.63 | |
| -4.1104 | -3.56 | |
| 3.9573 | 3.47 | |
| -4.1121 | -3.36 | |
| 4.6138 | 3.15 | |
| -5.4674 | -2.65 | |
| 4.5382 | 1.70 |
Estimation Period:
Sep 14, 2018 to Feb 6, 2026
Sep 14, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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