King Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.09% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0877 | 4.95 | |
| 0.1460 | 6.86 | |
| 0.7726 | 27.07 | |
| -0.3032 | -2.36 | |
| 0.3593 | 1.84 | |
| -0.0235 | -0.19 | |
| -0.0789 | -0.70 | |
| 0.1432 | 1.50 | |
| -0.2848 | -3.11 | |
| 0.4883 | 4.68 | |
| -0.5461 | -6.02 | |
| 0.3579 | 3.66 | |
| -0.2843 | -2.00 |
Estimation Period:
Dec 12, 1996 to Feb 13, 2026
Dec 12, 1996 to Feb 13, 2026
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