KDDI Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.15% (-3.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4114 | 5.58 | |
| 0.1099 | 6.24 | |
| 0.8069 | 36.67 | |
| 0.2185 | 3.14 | |
| -0.2798 | -2.65 | |
| -0.0729 | -1.09 | |
| 0.3278 | 6.15 | |
| -0.3377 | -5.81 | |
| 0.2476 | 3.93 | |
| -0.1957 | -3.06 | |
| 0.1728 | 2.64 | |
| -0.1574 | -2.45 | |
| 0.2467 | 2.27 |
Estimation Period:
Sep 3, 1993 to Feb 13, 2026
Sep 3, 1993 to Feb 13, 2026
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