Kao Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:18.65% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2472 | 6.76 | |
| 0.1029 | 6.22 | |
| 0.7707 | 23.21 | |
| -0.0139 | -0.50 | |
| 0.0931 | 2.30 | |
| -0.1859 | -6.45 | |
| 0.1835 | 6.60 | |
| -0.1204 | -4.39 | |
| 0.0833 | 2.98 | |
| -0.0755 | -2.69 | |
| 0.0587 | 2.05 | |
| -0.0561 | -1.18 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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