Kokusai Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:81.43% (+23.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8080 | 4.76 | |
| 0.3061 | 6.81 | |
| 0.5367 | 11.96 | |
| -0.0210 | -0.18 | |
| 0.0077 | 0.05 | |
| 0.0917 | 0.71 | |
| -0.2378 | -1.47 | |
| 0.3675 | 1.96 | |
| -0.4031 | -2.77 | |
| 0.3441 | 2.68 | |
| -0.3480 | -1.96 | |
| 0.4569 | 2.70 | |
| -0.1075 | -0.61 |
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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