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V-Lab

Kamigumi Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.51% (+6.49%)
Analysis last updated: Sunday, February 15, 2026 at 01:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kamigumi Co Ltd SGARCH
paramt-stat
ω1.63747.67
α0.17207.38
β0.646014.38
γ10.06282.09
γ2-0.0256-0.61
γ3-0.1213-5.12
γ40.15466.47
γ5-0.1296-4.61
γ60.12573.37
γ7-0.1128-2.49
γ80.06681.92
γ9-0.0730-0.99
Estimation Period:
Jan 8, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts