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V-Lab

Koito Manufacturing Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.94% (-0.67%)
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 SGARCH
paramt-stat
ω0.61622.67
α0.09695.17
β0.851532.88
γ1-0.0464-0.53
γ20.06440.54
γ3-0.0852-1.56
γ40.16053.62
γ5-0.1582-3.58
γ60.07391.77
γ70.00510.12
γ80.00420.06
γ9-0.1303-1.19
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts