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V-Lab

Koei Chem Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.82% (-0.34%)
Analysis last updated: Tuesday, February 17, 2026 at 09:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Koei Chem Co Ltd SGARCH
paramt-stat
ω0.94483.66
α0.27553.88
β0.52808.60
γ1-0.4006-3.53
γ20.50652.96
γ3-0.0864-0.63
γ4-0.1507-1.08
γ50.39263.16
γ6-0.4893-4.54
γ70.34643.83
γ8-0.3448-4.02
γ90.79335.52
Estimation Period:
Oct 30, 1997 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts