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V-Lab

Kobe Electric Railway Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.35% (+1.00%)
Analysis last updated: Sunday, February 15, 2026 at 01:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kobe Electric Railway Co Ltd SGARCH
paramt-stat
ω2.64725.49
α0.29774.89
β0.558110.57
γ10.04200.54
γ2-0.0467-0.37
γ30.00070.01
γ40.04100.58
γ5-0.0181-0.29
γ6-0.0187-0.33
γ7-0.1245-2.19
γ80.31964.92
γ9-0.3594-5.03
γ100.35304.15
Estimation Period:
Apr 30, 1992 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts