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V-Lab

Kuraray Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.70% (-1.38%)
Analysis last updated: Friday, February 6, 2026 at 09:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuraray Co Ltd S0GARCH
paramt-stat
ω1.42348.52
α0.10356.60
β0.822235.12
γ1-0.0511-2.28
γ20.15734.73
γ3-0.1984-8.46
γ40.15346.53
γ5-0.1013-4.15
γ60.06032.26
γ7-0.0199-0.66
γ8-0.0060-0.22
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts