Kokusai Electric Corporation GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:65.80% (-6.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7128 | 5.91 | |
| 0.1454 | 5.70 | |
| 0.6033 | 10.56 |
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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