Kikkoman Corp GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:32.08% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1558 | 16.53 | |
| 0.1113 | 26.01 | |
| 0.8562 | 158.02 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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