Kokusai Electric Corporation EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:71.24% (-6.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6882 | 4.33 | |
| 0.2254 | 5.31 | |
| 0.7668 | 14.64 | |
| -0.0371 | -1.20 |
Estimation Period:
Oct 26, 2023 to Feb 6, 2026
Oct 26, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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