Skip to main content
V-Lab

Kao Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.09% (-0.67%)
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 SGARCH
paramt-stat
ω1.24886.79
α0.10316.21
β0.769523.07
γ1-0.0142-0.52
γ20.09372.32
γ3-0.1864-6.48
γ40.18386.63
γ5-0.1207-4.41
γ60.08363.00
γ7-0.0760-2.71
γ80.05932.07
γ9-0.0567-1.19
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts