KDDI Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:30.25% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3814 | 5.27 | |
| 0.1110 | 6.35 | |
| 0.8108 | 38.02 | |
| 0.2079 | 2.90 | |
| -0.2704 | -2.49 | |
| -0.0628 | -0.92 | |
| 0.3063 | 5.62 | |
| -0.3114 | -5.24 | |
| 0.2190 | 3.39 | |
| -0.1611 | -2.45 | |
| 0.1207 | 1.80 | |
| -0.0585 | -0.96 | |
| 0.0139 | 0.30 |
Estimation Period:
Sep 3, 1993 to Feb 20, 2026
Sep 3, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities