Kawasaki Heavy Industries Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:70.21% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2091 | 6.43 | |
| 0.0977 | 9.73 | |
| 0.8626 | 68.09 | |
| -0.0100 | -0.27 | |
| 0.1273 | 2.31 | |
| -0.2629 | -6.44 | |
| 0.2387 | 5.27 | |
| -0.1304 | -2.36 | |
| 0.0216 | 0.44 | |
| 0.0594 | 1.44 | |
| -0.0664 | -1.51 | |
| 0.0775 | 1.23 |
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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