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V-Lab

Kaneka Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.87% (+0.89%)
Analysis last updated: Sunday, February 15, 2026 at 01:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kaneka Corp S0GARCH
paramt-stat
ω1.11458.05
α0.10818.29
β0.812742.48
γ1-0.0001-0.00
γ20.03270.73
γ3-0.0921-3.09
γ40.11403.95
γ5-0.0934-2.70
γ60.07121.90
γ7-0.0377-0.95
γ8-0.0333-0.82
γ90.06882.06
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts