Kurogane Kosakusho Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.42% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9702 | 2.64 | |
| 0.3188 | 6.45 | |
| 0.6137 | 14.28 | |
| 0.0926 | 0.46 | |
| -0.3770 | -1.37 | |
| 0.5942 | 4.64 | |
| -0.5160 | -4.23 | |
| 0.3213 | 2.59 | |
| -0.2422 | -1.85 | |
| 0.1998 | 1.32 | |
| -0.0554 | -0.39 | |
| 0.0149 | 0.11 | |
| -0.0745 | -0.66 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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