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V-Lab

Kuraray Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.49% (-1.30%)
Analysis last updated: Sunday, February 8, 2026 at 12:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kuraray Co Ltd S0GARCH
paramt-stat
ω1.42238.50
α0.10326.59
β0.823035.26
γ1-0.0507-2.26
γ20.15654.71
γ3-0.1976-8.43
γ40.15286.51
γ5-0.1008-4.13
γ60.05982.24
γ7-0.0195-0.65
γ8-0.0062-0.23
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts