Nagase & Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.16% (-10.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6733 | 3.04 | |
| 0.4676 | 2.27 | |
| 0.1776 | 1.16 | |
| -0.8040 | -2.16 |
Estimation Period:
Oct 21, 2024 to Feb 6, 2026
Oct 21, 2024 to Feb 6, 2026
News Impact Curve
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