Kawasaki Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:65.54% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2116 | 6.28 | |
| 0.0983 | 9.71 | |
| 0.8633 | 69.28 | |
| -0.0023 | -0.06 | |
| 0.1115 | 1.97 | |
| -0.2468 | -5.91 | |
| 0.2237 | 4.81 | |
| -0.1193 | -2.10 | |
| 0.0195 | 0.38 | |
| 0.0463 | 1.12 | |
| -0.0298 | -0.76 | |
| -0.0181 | -0.59 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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