Skip to main content
V-Lab

Kotobuki Spirits Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.79% (+14.10%)
Analysis last updated: Sunday, February 15, 2026 at 12:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kotobuki Spirits Co Ltd S0GARCH
paramt-stat
ω1.65085.35
α0.23426.72
β0.556014.79
γ10.07621.02
γ2-0.0959-0.92
γ3-0.1100-1.65
γ40.31923.73
γ5-0.3666-2.70
γ60.44712.97
γ7-0.4703-3.73
γ80.27722.83
γ9-0.1592-2.25
γ100.13032.59
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts