Koike-Ya Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.63% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6646 | 3.55 | |
| 0.2338 | 5.35 | |
| 0.7011 | 18.68 | |
| 0.1101 | 0.75 | |
| -0.0856 | -0.33 | |
| -0.2665 | -1.08 | |
| 0.5450 | 2.29 | |
| -0.3820 | -1.99 | |
| 0.0563 | 0.35 | |
| -0.0902 | -0.45 | |
| 0.3460 | 1.78 | |
| -0.3417 | -3.15 |
Estimation Period:
Jun 18, 2004 to Feb 13, 2026
Jun 18, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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