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V-Lab

KDDI Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.15% (-3.81%)
Analysis last updated: Sunday, February 15, 2026 at 01:50 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KDDI Corp SGARCH
paramt-stat
ω1.41145.58
α0.10996.24
β0.806936.67
γ10.21853.14
γ2-0.2798-2.65
γ3-0.0729-1.09
γ40.32786.15
γ5-0.3377-5.81
γ60.24763.93
γ7-0.1957-3.06
γ80.17282.64
γ9-0.1574-2.45
γ100.24672.27
Estimation Period:
Sep 3, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts