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V-Lab

Kao Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.54% (-0.60%)
Analysis last updated: Sunday, February 15, 2026 at 01:06 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kao Corp S0GARCH
paramt-stat
ω1.27056.70
α0.10166.31
β0.781724.91
γ1-0.0029-0.10
γ20.07331.77
γ3-0.1687-5.73
γ40.16665.85
γ5-0.1034-3.69
γ60.06712.34
γ7-0.0585-2.03
γ80.03411.28
γ9-0.0044-0.22
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts