Kotobuki Spirits Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.41% (-5.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6964 | 5.51 | |
| 0.2341 | 6.79 | |
| 0.5537 | 14.64 | |
| 0.0868 | 1.17 | |
| -0.1066 | -1.02 | |
| -0.1165 | -1.76 | |
| 0.3359 | 3.95 | |
| -0.3875 | -2.87 | |
| 0.4684 | 3.13 | |
| -0.4910 | -3.90 | |
| 0.2990 | 2.99 | |
| -0.1903 | -2.24 | |
| 0.1971 | 1.73 |
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Jan 20, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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