KDDI Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.71% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3837 | 5.24 | |
| 0.1114 | 6.36 | |
| 0.8113 | 38.20 | |
| 0.2077 | 2.87 | |
| -0.2694 | -2.46 | |
| -0.0648 | -0.94 | |
| 0.3084 | 5.60 | |
| -0.3126 | -5.21 | |
| 0.2194 | 3.37 | |
| -0.1615 | -2.45 | |
| 0.1214 | 1.82 | |
| -0.0593 | -0.98 | |
| 0.0143 | 0.31 |
Estimation Period:
Sep 3, 1993 to Feb 10, 2026
Sep 3, 1993 to Feb 10, 2026
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