Kyoto Kimono Yuzen Holdings Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:83.92% (+19.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4632 | 3.73 | |
| 0.1321 | 5.57 | |
| 0.8124 | 27.24 | |
| -0.3002 | -2.93 | |
| 0.5929 | 4.09 | |
| -0.4760 | -3.79 | |
| 0.2633 | 1.49 | |
| -0.2063 | -0.93 | |
| 0.4272 | 2.05 | |
| -0.5886 | -3.49 | |
| 0.5099 | 2.56 | |
| -0.2264 | -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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