Kddi Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.78% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3629 | 7.76 | |
| 0.0975 | 7.85 | |
| 0.7965 | 30.79 | |
| -0.1506 | -5.46 | |
| 0.2596 | 6.39 | |
| -0.1636 | -5.38 | |
| 0.1061 | 3.39 | |
| -0.0825 | -2.64 | |
| 0.0060 | 0.21 | |
| 0.0546 | 2.75 |
Estimation Period:
Apr 26, 1999 to Feb 6, 2026
Apr 26, 1999 to Feb 6, 2026
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