Kao Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.28% (+2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2776 | 6.74 | |
| 0.1075 | 6.54 | |
| 0.7700 | 24.37 | |
| -0.0045 | -0.16 | |
| 0.0756 | 1.83 | |
| -0.1691 | -5.72 | |
| 0.1656 | 5.79 | |
| -0.1027 | -3.66 | |
| 0.0667 | 2.34 | |
| -0.0583 | -2.04 | |
| 0.0343 | 1.30 | |
| -0.0047 | -0.24 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
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