Sakura KCS Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:23.33% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6227 | 4.80 | |
| 0.2459 | 7.11 | |
| 0.6060 | 11.46 | |
| -0.4778 | -3.74 | |
| 0.7817 | 4.13 | |
| -0.3812 | -2.85 | |
| 0.0093 | 0.07 | |
| 0.1517 | 1.30 | |
| -0.1408 | -1.20 | |
| 0.3264 | 2.50 | |
| -0.7872 | -4.73 | |
| 1.1333 | 4.74 | |
| -1.1399 | -3.84 |
Estimation Period:
Jun 8, 2000 to Feb 20, 2026
Jun 8, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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