Kamei Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.29% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7006 | 6.94 | |
| 0.0881 | 7.16 | |
| 0.8589 | 40.12 | |
| 0.1220 | 4.71 | |
| -0.1635 | -4.23 | |
| 0.0465 | 1.61 | |
| 0.0245 | 0.67 | |
| -0.0837 | -1.69 | |
| 0.1133 | 2.46 | |
| -0.1202 | -3.51 | |
| 0.1420 | 3.36 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities