Kao Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.09% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2488 | 6.79 | |
| 0.1031 | 6.21 | |
| 0.7695 | 23.07 | |
| -0.0142 | -0.52 | |
| 0.0937 | 2.32 | |
| -0.1864 | -6.48 | |
| 0.1838 | 6.63 | |
| -0.1207 | -4.41 | |
| 0.0836 | 3.00 | |
| -0.0760 | -2.71 | |
| 0.0593 | 2.07 | |
| -0.0567 | -1.19 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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