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V-Lab

Kureha Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:19.09% (-1.22%)
Analysis last updated: Thursday, February 19, 2026 at 08:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kureha Corp SGARCH
paramt-stat
ω1.11296.90
α0.16335.75
β0.708614.44
γ1-0.0802-1.91
γ20.15952.49
γ3-0.1815-4.27
γ40.19095.86
γ5-0.1233-4.18
γ60.04541.28
γ7-0.0041-0.09
γ8-0.0455-1.00
γ90.04921.02
Estimation Period:
Jan 5, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts