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V-Lab

Kokusai Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:81.43% (+23.19%)
Analysis last updated: Wednesday, February 11, 2026 at 11:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kokusai Co Ltd SGARCH
paramt-stat
ω1.80804.76
α0.30616.81
β0.536711.96
γ1-0.0210-0.18
γ20.00770.05
γ30.09170.71
γ4-0.2378-1.47
γ50.36751.96
γ6-0.4031-2.77
γ70.34412.68
γ8-0.3480-1.96
γ90.45692.70
γ10-0.1075-0.61
Estimation Period:
Mar 22, 2001 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts