Kikkoman Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.68% (+19.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1559 | 16.56 | |
| 0.1119 | 26.01 | |
| 0.8558 | 157.68 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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