KDDI Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:33.93% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4107 | 5.61 | |
| 0.1098 | 6.23 | |
| 0.8062 | 36.46 | |
| 0.2186 | 3.17 | |
| -0.2808 | -2.69 | |
| -0.0708 | -1.07 | |
| 0.3257 | 6.17 | |
| -0.3365 | -5.84 | |
| 0.2470 | 3.94 | |
| -0.1948 | -3.05 | |
| 0.1713 | 2.60 | |
| -0.1550 | -2.40 | |
| 0.2450 | 2.22 |
Estimation Period:
Sep 3, 1993 to Feb 20, 2026
Sep 3, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities