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V-Lab

KDDI Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:33.93% (-1.97%)
Analysis last updated: Saturday, February 21, 2026 at 09:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KDDI Corp SGARCH
paramt-stat
ω1.41075.61
α0.10986.23
β0.806236.46
γ10.21863.17
γ2-0.2808-2.69
γ3-0.0708-1.07
γ40.32576.17
γ5-0.3365-5.84
γ60.24703.94
γ7-0.1948-3.05
γ80.17132.60
γ9-0.1550-2.40
γ100.24502.22
Estimation Period:
Sep 3, 1993 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts