Kokuyo Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.89% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0619 | 6.46 | |
| 0.1181 | 7.67 | |
| 0.7774 | 32.66 | |
| -0.0057 | -0.19 | |
| 0.0415 | 0.99 | |
| -0.1097 | -3.84 | |
| 0.1381 | 4.70 | |
| -0.1118 | -3.23 | |
| 0.0988 | 2.78 | |
| -0.0805 | -2.26 | |
| 0.0293 | 0.79 | |
| 0.0056 | 0.19 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Kokuyo Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities