Keikyu Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.00% (+15.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1780 | 3.96 | |
| 0.1237 | 9.69 | |
| 0.8188 | 49.00 | |
| -0.1206 | -2.43 | |
| 0.2206 | 3.33 | |
| -0.1938 | -5.20 | |
| 0.2004 | 5.54 | |
| -0.2000 | -4.78 | |
| 0.1721 | 3.33 | |
| -0.1148 | -2.16 | |
| 0.0146 | 0.34 | |
| 0.0575 | 1.09 |
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Jan 4, 1990 to Feb 13, 2026
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