Keio Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.75% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6900 | 5.98 | |
| 0.1256 | 8.00 | |
| 0.7979 | 36.96 | |
| -0.0127 | -0.35 | |
| 0.1051 | 1.90 | |
| -0.2116 | -4.95 | |
| 0.2076 | 6.00 | |
| -0.1250 | -4.07 | |
| 0.0567 | 1.79 | |
| -0.0206 | -0.59 | |
| -0.0019 | -0.05 | |
| -0.0031 | -0.08 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities