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V-Lab

Kohsai Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:46.81% (-5.00%)
Analysis last updated: Wednesday, February 11, 2026 at 11:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kohsai Co Ltd SGARCH
paramt-stat
ω0.76835.15
α0.18745.92
β0.687316.49
γ1-0.8136-8.11
γ21.13606.38
γ3-0.2575-1.60
γ4-0.3232-2.49
γ50.59104.43
γ6-0.7223-3.63
γ70.78583.30
γ8-0.6343-2.80
γ90.46892.27
γ10-0.5601-2.54
Estimation Period:
Oct 30, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts