KDDI Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.08% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4124 | 5.57 | |
| 0.1092 | 6.21 | |
| 0.8082 | 36.72 | |
| 0.2186 | 3.12 | |
| -0.2793 | -2.63 | |
| -0.0747 | -1.12 | |
| 0.3295 | 6.15 | |
| -0.3378 | -5.78 | |
| 0.2459 | 3.89 | |
| -0.1913 | -2.99 | |
| 0.1622 | 2.50 | |
| -0.1308 | -2.16 | |
| 0.1522 | 1.90 |
Estimation Period:
Sep 3, 1993 to Jan 30, 2026
Sep 3, 1993 to Jan 30, 2026
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