Kato Works Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.60% (+1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2397 | 9.29 | |
| 0.1300 | 6.37 | |
| 0.7468 | 21.60 | |
| 0.0291 | 3.11 | |
| -0.0448 | -3.14 | |
| 0.0227 | 2.51 | |
| -0.0153 | -1.85 | |
| 0.0143 | 2.20 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Kato Works Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities