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V-Lab

Kokuyo Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.24% (-3.17%)
Analysis last updated: Tuesday, February 17, 2026 at 10:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kokuyo Co Ltd SGARCH
paramt-stat
ω1.01486.15
α0.11587.62
β0.783233.88
γ1-0.0232-0.77
γ20.07091.66
γ3-0.1316-4.52
γ40.15735.26
γ5-0.1289-3.66
γ60.11293.08
γ7-0.0926-2.35
γ80.04360.82
γ9-0.0166-0.18
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts