Kokusai Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:63.92% (-7.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1710 | 17.99 | |
| 0.4085 | 38.74 | |
| 0.9177 | 207.87 | |
| 0.0011 | 0.15 |
Estimation Period:
Mar 22, 2001 to Feb 10, 2026
Mar 22, 2001 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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