Kitakei Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.60% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4545 | 2.52 | |
| 0.1609 | 7.05 | |
| 0.7338 | 24.23 | |
| -0.4409 | -2.33 | |
| 0.4133 | 1.64 | |
| 0.1788 | 1.38 | |
| -0.3362 | -2.62 | |
| 0.3134 | 2.38 | |
| -0.2488 | -1.99 | |
| 0.3233 | 3.19 | |
| -0.3423 | -3.18 | |
| 0.1086 | 0.95 | |
| 0.0957 | 1.28 |
Estimation Period:
Oct 28, 1993 to Feb 13, 2026
Oct 28, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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