Kuraray Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.39% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4077 | 8.51 | |
| 0.1032 | 6.55 | |
| 0.8204 | 34.53 | |
| -0.0518 | -2.32 | |
| 0.1582 | 4.80 | |
| -0.1985 | -8.55 | |
| 0.1536 | 6.60 | |
| -0.1016 | -4.20 | |
| 0.0606 | 2.29 | |
| -0.0202 | -0.68 | |
| -0.0056 | -0.21 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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