Kuraray Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.70% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4234 | 8.52 | |
| 0.1035 | 6.60 | |
| 0.8222 | 35.12 | |
| -0.0511 | -2.28 | |
| 0.1573 | 4.73 | |
| -0.1984 | -8.46 | |
| 0.1534 | 6.53 | |
| -0.1013 | -4.15 | |
| 0.0603 | 2.26 | |
| -0.0199 | -0.66 | |
| -0.0060 | -0.22 |
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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