Kawasaki Kisen Kaisha Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.44% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2902 | 7.77 | |
| 0.0712 | 7.20 | |
| 0.8998 | 65.27 | |
| 0.0384 | 2.27 | |
| -0.0645 | -2.52 | |
| 0.0495 | 2.45 | |
| -0.0584 | -2.69 | |
| 0.1051 | 5.00 | |
| -0.2003 | -5.85 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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