Kikusui Holdings Corporation GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.49% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0874 | 15.54 | |
| 0.0811 | 30.59 | |
| 0.9114 | 330.34 |
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Jan 20, 1995 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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