Kikkoman Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.73% (-2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0545 | 12.59 | |
| 0.1854 | 27.38 | |
| 0.9657 | 390.65 | |
| -0.0626 | -10.21 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities