Kamakura Shinsho Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:43.21% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7298 | 25.68 | |
| 0.2943 | 28.73 | |
| 0.6091 | 124.44 | |
| -0.5428 | -4.24 |
Estimation Period:
Dec 4, 2015 to Feb 10, 2026
Dec 4, 2015 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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