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V-Lab

Kikkoman Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:27.62% (-1.75%)
Analysis last updated: Saturday, February 21, 2026 at 08:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kikkoman Corp SGARCH
paramt-stat
ω1.71479.32
α0.13305.77
β0.753019.99
γ10.02460.96
γ2-0.0005-0.01
γ3-0.0936-3.50
γ40.16926.80
γ5-0.1620-5.74
γ60.08512.34
γ7-0.0114-0.26
γ8-0.0408-0.84
γ90.04440.62
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts