Nagase & Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.29% (-6.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1674 | 2.79 | |
| 0.4530 | 2.21 | |
| 0.2027 | 1.51 | |
| 19.2544 | 2.35 | |
| -31.6559 | -2.34 | |
| 31.5442 | 2.14 |
Estimation Period:
Oct 21, 2024 to Feb 6, 2026
Oct 21, 2024 to Feb 6, 2026
News Impact Curve
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