Kamigumi Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.51% (+6.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6374 | 7.67 | |
| 0.1720 | 7.38 | |
| 0.6460 | 14.38 | |
| 0.0628 | 2.09 | |
| -0.0256 | -0.61 | |
| -0.1213 | -5.12 | |
| 0.1546 | 6.47 | |
| -0.1296 | -4.61 | |
| 0.1257 | 3.37 | |
| -0.1128 | -2.49 | |
| 0.0668 | 1.92 | |
| -0.0730 | -0.99 |
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Jan 8, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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