Kikkoman Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.50% (-4.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6891 | 9.15 | |
| 0.1319 | 5.80 | |
| 0.7569 | 20.43 | |
| 0.0224 | 0.87 | |
| -0.0001 | -0.00 | |
| -0.0871 | -3.22 | |
| 0.1581 | 6.27 | |
| -0.1491 | -5.24 | |
| 0.0738 | 2.03 | |
| -0.0044 | -0.10 | |
| -0.0422 | -0.96 | |
| 0.0398 | 1.24 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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