Kanseki Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.11% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6385 | 2.71 | |
| 0.2421 | 5.99 | |
| 0.6462 | 17.14 | |
| 0.0504 | 0.39 | |
| -0.1227 | -0.70 | |
| 0.0068 | 0.06 | |
| 0.2429 | 2.40 | |
| -0.3607 | -3.31 | |
| 0.3101 | 2.98 | |
| -0.1780 | -1.70 | |
| 0.0915 | 0.80 | |
| -0.1343 | -1.36 | |
| 0.1710 | 2.52 |
Estimation Period:
Oct 28, 1993 to Feb 10, 2026
Oct 28, 1993 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Kanseki Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities