Skip to main content
V-Lab

Kohsai Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:57.04% (-4.11%)
Analysis last updated: Wednesday, February 11, 2026 at 11:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kohsai Co Ltd S0GARCH
paramt-stat
ω0.78845.03
α0.18476.02
β0.700217.63
γ1-0.7937-7.81
γ21.10216.14
γ3-0.2364-1.45
γ4-0.3284-2.49
γ50.58114.28
γ6-0.7029-3.45
γ70.75493.09
γ8-0.5776-2.51
γ90.34801.75
γ10-0.2498-1.97
Estimation Period:
Oct 30, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts