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V-Lab

Kikkoman Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.73% (-3.59%)
Analysis last updated: Tuesday, February 17, 2026 at 09:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kikkoman Corp S0GARCH
paramt-stat
ω1.69639.19
α0.13225.79
β0.756220.34
γ10.02300.89
γ2-0.0007-0.02
γ3-0.0872-3.22
γ40.15836.28
γ5-0.1493-5.24
γ60.07442.04
γ7-0.0052-0.12
γ8-0.0416-0.95
γ90.03961.24
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts