Kato Works Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.57% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2527 | 9.35 | |
| 0.1301 | 6.36 | |
| 0.7471 | 21.64 | |
| 0.0301 | 3.23 | |
| -0.0463 | -3.26 | |
| 0.0236 | 2.61 | |
| -0.0157 | -1.72 | |
| 0.0141 | 1.01 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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