Keio Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:25.23% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6724 | 6.02 | |
| 0.1248 | 7.91 | |
| 0.7951 | 35.99 | |
| -0.0129 | -0.36 | |
| 0.1054 | 1.94 | |
| -0.2120 | -5.09 | |
| 0.2090 | 6.17 | |
| -0.1273 | -4.21 | |
| 0.0588 | 1.88 | |
| -0.0215 | -0.62 | |
| -0.0025 | -0.06 | |
| -0.0022 | -0.06 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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