Kawasaki Kisen Kaisha Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.49% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0528 | 5.87 | |
| 0.0761 | 7.30 | |
| 0.8944 | 66.44 | |
| -0.0338 | -0.54 | |
| 0.0797 | 0.79 | |
| -0.0745 | -0.80 | |
| 0.0056 | 0.05 | |
| 0.0670 | 0.85 | |
| -0.0530 | -1.10 | |
| -0.0747 | -1.35 | |
| 0.2836 | 4.56 | |
| -0.3938 | -7.13 | |
| 0.2622 | 7.44 |
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Jan 3, 1990 to Feb 10, 2026
News Impact Curve
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