Kikkoman Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:27.41% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6831 | 9.15 | |
| 0.1329 | 5.80 | |
| 0.7539 | 20.19 | |
| 0.0222 | 0.86 | |
| -0.0004 | -0.01 | |
| -0.0860 | -3.21 | |
| 0.1572 | 6.30 | |
| -0.1490 | -5.30 | |
| 0.0747 | 2.08 | |
| -0.0053 | -0.12 | |
| -0.0424 | -0.97 | |
| 0.0408 | 1.28 |
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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