T Kawabe & Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.21% (+2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4096 | 5.65 | |
| 0.2027 | 6.13 | |
| 0.5468 | 11.42 | |
| 0.1254 | 1.78 | |
| -0.1944 | -1.97 | |
| 0.0438 | 0.72 | |
| 0.0424 | 0.54 | |
| -0.0223 | -0.28 | |
| 0.0510 | 0.63 | |
| -0.1509 | -1.08 | |
| 0.2603 | 1.83 | |
| -0.2332 | -2.07 | |
| 0.0857 | 0.88 |
Estimation Period:
Aug 9, 1994 to Feb 10, 2026
Aug 9, 1994 to Feb 10, 2026
News Impact Curve
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