Kuraray Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.49% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4223 | 8.50 | |
| 0.1032 | 6.59 | |
| 0.8230 | 35.26 | |
| -0.0507 | -2.26 | |
| 0.1565 | 4.71 | |
| -0.1976 | -8.43 | |
| 0.1528 | 6.51 | |
| -0.1008 | -4.13 | |
| 0.0598 | 2.24 | |
| -0.0195 | -0.65 | |
| -0.0062 | -0.23 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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