Kasumigaseki Capital Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.09% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9316 | 3.36 | |
| 0.1494 | 1.23 | |
| 0.4254 | 1.40 | |
| -0.1335 | -0.16 |
Estimation Period:
Feb 26, 2025 to Feb 6, 2026
Feb 26, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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