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V-Lab

Kotobuki Spirits Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.41% (-5.57%)
Analysis last updated: Friday, February 13, 2026 at 09:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kotobuki Spirits Co Ltd SGARCH
paramt-stat
ω1.69645.51
α0.23416.79
β0.553714.64
γ10.08681.17
γ2-0.1066-1.02
γ3-0.1165-1.76
γ40.33593.95
γ5-0.3875-2.87
γ60.46843.13
γ7-0.4910-3.90
γ80.29902.99
γ9-0.1903-2.24
γ100.19711.73
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts