Keio Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:24.43% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6701 | 6.05 | |
| 0.1248 | 7.94 | |
| 0.7984 | 36.59 | |
| -0.0250 | -0.71 | |
| 0.1281 | 2.36 | |
| -0.2325 | -5.61 | |
| 0.2278 | 6.76 | |
| -0.1439 | -4.71 | |
| 0.0724 | 2.27 | |
| -0.0332 | -0.92 | |
| 0.0114 | 0.25 | |
| -0.0274 | -0.50 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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