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V-Lab

Kikkoman Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.56% (-4.23%)
Analysis last updated: Sunday, February 15, 2026 at 12:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kikkoman Corp SGARCH
paramt-stat
ω1.70919.25
α0.13245.76
β0.755420.17
γ10.02450.95
γ2-0.0003-0.01
γ3-0.0939-3.49
γ40.16966.75
γ5-0.1619-5.67
γ60.08452.29
γ7-0.0108-0.24
γ8-0.0410-0.84
γ90.04540.63
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts