Kokusai Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:74.90% (+25.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8457 | 4.75 | |
| 0.3003 | 7.13 | |
| 0.5515 | 13.19 | |
| -0.0107 | -0.09 | |
| -0.0023 | -0.01 | |
| 0.0849 | 0.65 | |
| -0.2230 | -1.36 | |
| 0.3533 | 1.87 | |
| -0.3970 | -2.71 | |
| 0.3577 | 2.76 | |
| -0.4140 | -2.34 | |
| 0.6443 | 3.97 | |
| -0.5940 | -5.20 |
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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