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V-Lab

Kao Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.27% (+0.12%)
Analysis last updated: Saturday, February 21, 2026 at 09:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kao Corp S0GARCH
paramt-stat
ω1.29436.85
α0.10536.44
β0.772624.32
γ1-0.0002-0.01
γ20.06931.70
γ3-0.1660-5.66
γ40.16415.79
γ5-0.1023-3.67
γ60.06692.36
γ7-0.0587-2.07
γ80.03491.33
γ9-0.0053-0.27
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts