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V-Lab

Kao Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.28% (+2.35%)
Analysis last updated: Friday, February 13, 2026 at 09:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kao Corp S0GARCH
paramt-stat
ω1.27766.74
α0.10756.54
β0.770024.37
γ1-0.0045-0.16
γ20.07561.83
γ3-0.1691-5.72
γ40.16565.79
γ5-0.1027-3.66
γ60.06672.34
γ7-0.0583-2.04
γ80.03431.30
γ9-0.0047-0.24
Estimation Period:
Jan 3, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts