Kokusai Electric Corporation AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:62.12% (-6.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.0434 | 16.08 | |
| 0.1757 | 8.10 | |
| 0.4451 | 17.64 | |
| 0.6967 | 2.74 |
Estimation Period:
Oct 26, 2023 to Feb 6, 2026
Oct 26, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Kokusai Electric Corporation Analyses
Other AGARCH Analyses on International Equities