Kikkoman Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.73% (-3.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6963 | 9.19 | |
| 0.1322 | 5.79 | |
| 0.7562 | 20.34 | |
| 0.0230 | 0.89 | |
| -0.0007 | -0.02 | |
| -0.0872 | -3.22 | |
| 0.1583 | 6.28 | |
| -0.1493 | -5.24 | |
| 0.0744 | 2.04 | |
| -0.0052 | -0.12 | |
| -0.0416 | -0.95 | |
| 0.0396 | 1.24 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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