KDDI Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.02% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3811 | 5.40 | |
| 0.1090 | 6.25 | |
| 0.8098 | 37.08 | |
| 0.2082 | 2.95 | |
| -0.2674 | -2.50 | |
| -0.0709 | -1.05 | |
| 0.3143 | 5.82 | |
| -0.3162 | -5.36 | |
| 0.2224 | 3.48 | |
| -0.1669 | -2.58 | |
| 0.1320 | 2.03 | |
| -0.0808 | -1.44 | |
| 0.0385 | 0.97 |
Estimation Period:
Sep 3, 1993 to Jan 30, 2026
Sep 3, 1993 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities