Kddi Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.02% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3580 | 7.85 | |
| 0.0984 | 7.86 | |
| 0.7918 | 29.86 | |
| -0.1536 | -5.63 | |
| 0.2648 | 6.60 | |
| -0.1675 | -5.55 | |
| 0.1078 | 3.46 | |
| -0.0798 | -2.50 | |
| -0.0057 | -0.18 | |
| 0.0888 | 2.13 |
Estimation Period:
Apr 26, 1999 to Feb 6, 2026
Apr 26, 1999 to Feb 6, 2026
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