Kao Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.22% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0736 | 17.09 | |
| 0.6689 | 69.06 | |
| 0.0822 | 11.65 | |
| 0.5848 | 0.58 | |
| 0.7607 | 0.59 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities