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V-Lab

Kitabo Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:67.49% (-3.46%)
Analysis last updated: Sunday, February 8, 2026 at 12:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kitabo Co Ltd SGARCH
paramt-stat
ω0.96336.99
α0.21296.96
β0.659216.49
γ10.13242.43
γ2-0.1542-1.68
γ3-0.0969-1.23
γ40.25013.56
γ5-0.2060-2.77
γ60.09141.00
γ7-0.0324-0.40
γ80.01340.17
γ90.16131.74
Estimation Period:
Jan 5, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts