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V-Lab

Koito Manufacturing Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.36% (-0.56%)
Analysis last updated: Wednesday, February 11, 2026 at 11:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Koito Manufacturing Co Ltd S0GARCH
paramt-stat
ω0.66262.73
α0.09565.02
β0.856434.51
γ1-0.0216-0.24
γ20.02540.21
γ3-0.0596-1.06
γ40.13843.01
γ5-0.1370-2.99
γ60.05101.20
γ70.03911.00
γ8-0.0620-1.42
γ90.03440.84
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts