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V-Lab

Kawasaki Setsubi Kogyo Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.04% (-0.63%)
Analysis last updated: Friday, February 13, 2026 at 09:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kawasaki Setsubi Kogyo Co SGARCH
paramt-stat
ω0.76604.55
α0.21096.16
β0.638116.01
γ1-0.3879-4.39
γ20.46673.03
γ3-0.0194-0.12
γ4-0.1870-1.19
γ50.20521.86
γ6-0.0142-0.17
γ7-0.1933-2.34
γ80.23542.93
γ90.04020.37
Estimation Period:
Feb 2, 1996 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts