Kawasaki Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:87.09% (-5.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2147 | 6.21 | |
| 0.0992 | 9.76 | |
| 0.8635 | 69.80 | |
| -0.0036 | -0.10 | |
| 0.1135 | 1.98 | |
| -0.2475 | -5.84 | |
| 0.2234 | 4.72 | |
| -0.1186 | -2.06 | |
| 0.0191 | 0.37 | |
| 0.0459 | 1.11 | |
| -0.0289 | -0.72 | |
| -0.0188 | -0.60 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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