Koken Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.97% (-3.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1877 | 3.39 | |
| 0.2743 | 7.13 | |
| 0.6819 | 19.52 | |
| -0.1276 | -1.77 | |
| 0.1562 | 1.30 | |
| -0.0150 | -0.17 | |
| -0.0632 | -0.88 | |
| 0.1234 | 1.60 | |
| -0.1568 | -1.73 | |
| 0.1354 | 1.87 |
Estimation Period:
Jan 25, 1995 to Feb 10, 2026
Jan 25, 1995 to Feb 10, 2026
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