Kamigumi Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.10% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5686 | 7.23 | |
| 0.1727 | 7.53 | |
| 0.6494 | 14.70 | |
| 0.0533 | 1.73 | |
| -0.0150 | -0.35 | |
| -0.1185 | -4.93 | |
| 0.1436 | 5.91 | |
| -0.1144 | -3.96 | |
| 0.1078 | 2.76 | |
| -0.0885 | -1.75 | |
| 0.0256 | 0.58 | |
| 0.0183 | 0.77 |
Estimation Period:
Jan 8, 1990 to Feb 10, 2026
Jan 8, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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