Kyoto Kimono Yuzen Holdings EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:51.56% (+19.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0576 | 20.02 | |
| 0.2475 | 35.62 | |
| 0.9791 | 704.36 | |
| -0.0058 | -0.76 |
Estimation Period:
Oct 12, 1999 to Feb 10, 2026
Oct 12, 1999 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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