Kikkoman Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:27.62% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7147 | 9.32 | |
| 0.1330 | 5.77 | |
| 0.7530 | 19.99 | |
| 0.0246 | 0.96 | |
| -0.0005 | -0.01 | |
| -0.0936 | -3.50 | |
| 0.1692 | 6.80 | |
| -0.1620 | -5.74 | |
| 0.0851 | 2.34 | |
| -0.0114 | -0.26 | |
| -0.0408 | -0.84 | |
| 0.0444 | 0.62 |
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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