Kao Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.54% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2705 | 6.70 | |
| 0.1016 | 6.31 | |
| 0.7817 | 24.91 | |
| -0.0029 | -0.10 | |
| 0.0733 | 1.77 | |
| -0.1687 | -5.73 | |
| 0.1666 | 5.85 | |
| -0.1034 | -3.69 | |
| 0.0671 | 2.34 | |
| -0.0585 | -2.03 | |
| 0.0341 | 1.28 | |
| -0.0044 | -0.22 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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