Kaneka Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.04% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0816 | 7.92 | |
| 0.1079 | 8.27 | |
| 0.8128 | 42.31 | |
| -0.0111 | -0.38 | |
| 0.0522 | 1.18 | |
| -0.1096 | -3.69 | |
| 0.1318 | 4.58 | |
| -0.1091 | -3.17 | |
| 0.0817 | 2.20 | |
| -0.0403 | -0.99 | |
| -0.0414 | -0.83 | |
| 0.0994 | 1.26 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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