Kasumigaseki Capital Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.05% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2848 | 4.38 | |
| 0.1878 | 3.47 | |
| 0.3916 | 3.46 | |
| -1.1918 | -1.41 | |
| 2.5392 | 2.04 | |
| -2.5495 | -2.88 | |
| 2.3608 | 2.62 | |
| -2.3486 | -3.19 | |
| 2.3160 | 2.94 |
Estimation Period:
Nov 28, 2018 to Feb 10, 2026
Nov 28, 2018 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Kasumigaseki Capital Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities