Kobayashi Yoko Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.29% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6341 | 2.64 | |
| 0.2065 | 7.96 | |
| 0.7255 | 24.99 | |
| 0.1247 | 0.76 | |
| -0.3576 | -1.58 | |
| 0.4734 | 4.27 | |
| -0.4617 | -3.16 | |
| 0.3117 | 1.57 | |
| -0.1420 | -0.83 | |
| 0.1217 | 1.07 | |
| -0.1018 | -0.74 | |
| 0.0409 | 0.23 | |
| 0.1553 | 0.53 |
Estimation Period:
Oct 1, 1997 to Feb 13, 2026
Oct 1, 1997 to Feb 13, 2026
News Impact Curve
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