Kao Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.27% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2943 | 6.85 | |
| 0.1053 | 6.44 | |
| 0.7726 | 24.32 | |
| -0.0002 | -0.01 | |
| 0.0693 | 1.70 | |
| -0.1660 | -5.66 | |
| 0.1641 | 5.79 | |
| -0.1023 | -3.67 | |
| 0.0669 | 2.36 | |
| -0.0587 | -2.07 | |
| 0.0349 | 1.33 | |
| -0.0053 | -0.27 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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