Kikkoman Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:26.33% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0728 | 20.16 | |
| 0.6306 | 42.10 | |
| 0.1593 | 13.63 | |
| 0.0122 | 2.45 | |
| 0.0198 | 4.43 | |
| 0.9773 | 195.26 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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