Kuraray Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.82% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4218 | 8.51 | |
| 0.1027 | 6.56 | |
| 0.8233 | 35.20 | |
| -0.0506 | -2.26 | |
| 0.1563 | 4.71 | |
| -0.1975 | -8.44 | |
| 0.1528 | 6.52 | |
| -0.1009 | -4.14 | |
| 0.0600 | 2.25 | |
| -0.0198 | -0.66 | |
| -0.0058 | -0.21 |
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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