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V-Lab

Kikusui Holdings Corporation Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.61% (-1.44%)
Analysis last updated: Friday, February 13, 2026 at 09:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kikusui Holdings Corporation SGARCH
paramt-stat
ω1.67115.18
α0.20487.64
β0.616015.66
γ10.20392.73
γ2-0.3609-3.23
γ30.21102.70
γ4-0.0005-0.01
γ5-0.1450-2.50
γ60.12502.32
γ70.03110.51
γ8-0.1268-1.24
γ90.05870.43
γ10-0.0079-0.06
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts