Kikkoman Corp AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.90% (-3.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1285 | 22.31 | |
| 0.1061 | 29.98 | |
| 0.8599 | 190.08 | |
| 0.5441 | 12.89 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
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