Kyokuto Boeki Kaisha Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.75% (-4.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5658 | 8.62 | |
| 0.1829 | 6.48 | |
| 0.5975 | 11.65 | |
| 0.0453 | 1.17 | |
| 0.0361 | 0.61 | |
| -0.2136 | -5.34 | |
| 0.1951 | 4.90 | |
| -0.0102 | -0.24 | |
| -0.1241 | -2.61 | |
| 0.0882 | 1.60 | |
| 0.0044 | 0.07 | |
| -0.1002 | -1.36 | |
| 0.2424 | 2.84 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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