Kikkoman Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.99% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0676 | 19.59 | |
| 0.6370 | 42.49 | |
| 0.1636 | 14.12 | |
| 0.0123 | 2.42 | |
| 0.0200 | 4.43 | |
| 0.9770 | 192.70 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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