Kawasaki Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:70.56% (-4.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2130 | 6.27 | |
| 0.0985 | 9.73 | |
| 0.8633 | 69.39 | |
| -0.0025 | -0.07 | |
| 0.1118 | 1.98 | |
| -0.2468 | -5.90 | |
| 0.2238 | 4.80 | |
| -0.1196 | -2.10 | |
| 0.0199 | 0.39 | |
| 0.0460 | 1.11 | |
| -0.0295 | -0.75 | |
| -0.0185 | -0.60 |
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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