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V-Lab

Kuraray Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.39% (-0.82%)
Analysis last updated: Tuesday, February 17, 2026 at 09:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuraray Co Ltd S0GARCH
paramt-stat
ω1.40778.51
α0.10326.55
β0.820434.53
γ1-0.0518-2.32
γ20.15824.80
γ3-0.1985-8.55
γ40.15366.60
γ5-0.1016-4.20
γ60.06062.29
γ7-0.0202-0.68
γ8-0.0056-0.21
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts