Keio Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.73% (+1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6758 | 5.94 | |
| 0.1249 | 7.97 | |
| 0.7993 | 37.09 | |
| -0.0146 | -0.40 | |
| 0.1078 | 1.94 | |
| -0.2128 | -4.98 | |
| 0.2077 | 5.99 | |
| -0.1238 | -4.01 | |
| 0.0552 | 1.73 | |
| -0.0199 | -0.56 | |
| -0.0020 | -0.05 | |
| -0.0032 | -0.08 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
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