Kikkoman Corp GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:34.01% (-2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1553 | 16.51 | |
| 0.1114 | 26.03 | |
| 0.8563 | 158.28 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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