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V-Lab

Kuraray Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.82% (-0.86%)
Analysis last updated: Friday, February 13, 2026 at 09:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuraray Co Ltd S0GARCH
paramt-stat
ω1.42188.51
α0.10276.56
β0.823335.20
γ1-0.0506-2.26
γ20.15634.71
γ3-0.1975-8.44
γ40.15286.52
γ5-0.1009-4.14
γ60.06002.25
γ7-0.0198-0.66
γ8-0.0058-0.21
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts