Kasumigaseki Capital Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.47% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2852 | 4.35 | |
| 0.1865 | 3.49 | |
| 0.4048 | 3.58 | |
| -1.1851 | -1.39 | |
| 2.5181 | 2.00 | |
| -2.5012 | -2.81 | |
| 2.2413 | 2.52 | |
| -2.0377 | -3.02 | |
| 1.4116 | 3.27 |
Estimation Period:
Nov 28, 2018 to Feb 10, 2026
Nov 28, 2018 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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