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V-Lab

Kikkoman Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:27.41% (-1.77%)
Analysis last updated: Saturday, February 21, 2026 at 08:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kikkoman Corp S0GARCH
paramt-stat
ω1.68319.15
α0.13295.80
β0.753920.19
γ10.02220.86
γ2-0.0004-0.01
γ3-0.0860-3.21
γ40.15726.30
γ5-0.1490-5.30
γ60.07472.08
γ7-0.0053-0.12
γ8-0.0424-0.97
γ90.04081.28
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts