Kurogane Kosakusho Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.78% (+1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0234 | 2.65 | |
| 0.3209 | 6.41 | |
| 0.6131 | 14.17 | |
| 0.1261 | 0.62 | |
| -0.4343 | -1.57 | |
| 0.6409 | 5.00 | |
| -0.5587 | -4.61 | |
| 0.3573 | 2.89 | |
| -0.2742 | -2.11 | |
| 0.2336 | 1.57 | |
| -0.0954 | -0.70 | |
| 0.0714 | 0.48 | |
| -0.1913 | -0.70 |
Estimation Period:
Oct 28, 1993 to Feb 10, 2026
Oct 28, 1993 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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