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V-Lab

Kasumigaseki Capital Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.47% (-1.80%)
Analysis last updated: Friday, February 13, 2026 at 09:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Kasumigaseki Capital Co Ltd S0GARCH
paramt-stat
ω1.28524.35
α0.18653.49
β0.40483.58
γ1-1.1851-1.39
γ22.51812.00
γ3-2.5012-2.81
γ42.24132.52
γ5-2.0377-3.02
γ61.41163.27
Estimation Period:
Nov 28, 2018 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts