KDDI Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:32.52% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3832 | 5.24 | |
| 0.1112 | 6.37 | |
| 0.8116 | 38.26 | |
| 0.2077 | 2.87 | |
| -0.2694 | -2.46 | |
| -0.0648 | -0.94 | |
| 0.3084 | 5.60 | |
| -0.3125 | -5.21 | |
| 0.2193 | 3.37 | |
| -0.1615 | -2.45 | |
| 0.1213 | 1.81 | |
| -0.0592 | -0.98 | |
| 0.0143 | 0.31 |
Estimation Period:
Sep 3, 1993 to Feb 13, 2026
Sep 3, 1993 to Feb 13, 2026
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