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V-Lab

Kobe Bussan Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.12% (+1.52%)
Analysis last updated: Sunday, February 15, 2026 at 12:23 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kobe Bussan Co Ltd S0GARCH
paramt-stat
ω1.29603.43
α0.16525.04
β0.657113.40
γ10.48211.66
γ2-0.7146-1.79
γ30.33821.55
γ40.20800.96
γ5-0.7702-2.93
γ60.65022.55
γ7-0.2174-0.83
γ8-0.1329-0.52
γ90.33981.73
γ10-0.2283-1.94
Estimation Period:
Jun 14, 2006 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts