Kikkoman Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.56% (-4.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7091 | 9.25 | |
| 0.1324 | 5.76 | |
| 0.7554 | 20.17 | |
| 0.0245 | 0.95 | |
| -0.0003 | -0.01 | |
| -0.0939 | -3.49 | |
| 0.1696 | 6.75 | |
| -0.1619 | -5.67 | |
| 0.0845 | 2.29 | |
| -0.0108 | -0.24 | |
| -0.0410 | -0.84 | |
| 0.0454 | 0.63 |
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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