Kitakei Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.16% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4259 | 2.48 | |
| 0.1622 | 7.20 | |
| 0.7288 | 24.01 | |
| -0.4680 | -2.48 | |
| 0.4452 | 1.78 | |
| 0.1783 | 1.39 | |
| -0.3500 | -2.78 | |
| 0.3352 | 2.59 | |
| -0.2754 | -2.24 | |
| 0.3580 | 3.59 | |
| -0.3970 | -3.70 | |
| 0.2165 | 1.70 | |
| -0.1853 | -0.98 |
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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