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V-Lab

Kikkoman Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.50% (-4.11%)
Analysis last updated: Wednesday, February 11, 2026 at 10:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kikkoman Corp S0GARCH
paramt-stat
ω1.68919.15
α0.13195.80
β0.756920.43
γ10.02240.87
γ2-0.0001-0.00
γ3-0.0871-3.22
γ40.15816.27
γ5-0.1491-5.24
γ60.07382.03
γ7-0.0044-0.10
γ8-0.0422-0.96
γ90.03981.24
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts