Takada Kiko Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.87% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5991 | 6.92 | |
| 0.1338 | 8.50 | |
| 0.7259 | 21.12 | |
| 0.0290 | 0.68 | |
| 0.0038 | 0.06 | |
| -0.1132 | -2.21 | |
| 0.1655 | 3.78 | |
| -0.0627 | -1.45 | |
| -0.1362 | -2.75 | |
| 0.2101 | 3.30 | |
| -0.2248 | -2.54 | |
| 0.2971 | 3.83 | |
| -0.2404 | -5.65 |
Estimation Period:
Jan 4, 1990 to Jan 30, 2026
Jan 4, 1990 to Jan 30, 2026
News Impact Curve
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