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V-Lab

Koas Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:56.81% (-5.04%)
Analysis last updated: Friday, February 6, 2026 at 10:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Koas Co Ltd S0GARCH
paramt-stat
ω0.75523.54
α0.20546.29
β0.680917.31
γ1-0.3650-1.39
γ20.53781.43
γ3-0.3388-1.60
γ40.35781.96
γ5-0.4886-2.59
γ60.70763.14
γ7-0.7858-2.23
γ80.51131.31
γ9-0.0055-0.02
γ10-0.2385-1.82
Estimation Period:
Aug 4, 2005 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts