Kohsai Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:46.81% (-5.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7683 | 5.15 | |
| 0.1874 | 5.92 | |
| 0.6873 | 16.49 | |
| -0.8136 | -8.11 | |
| 1.1360 | 6.38 | |
| -0.2575 | -1.60 | |
| -0.3232 | -2.49 | |
| 0.5910 | 4.43 | |
| -0.7223 | -3.63 | |
| 0.7858 | 3.30 | |
| -0.6343 | -2.80 | |
| 0.4689 | 2.27 | |
| -0.5601 | -2.54 |
Estimation Period:
Oct 30, 1995 to Feb 10, 2026
Oct 30, 1995 to Feb 10, 2026
News Impact Curve
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