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V-Lab

SIMPAC Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.51% (-1.20%)
Analysis last updated: Saturday, February 21, 2026 at 10:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SIMPAC Inc SGARCH
paramt-stat
ω0.67386.57
α0.120510.42
β0.809443.02
γ1-0.0258-0.72
γ20.08901.74
γ3-0.1745-5.13
γ40.16034.58
γ5-0.0519-1.39
γ6-0.0463-1.16
γ70.15053.73
γ8-0.1365-2.47
γ9-0.0548-0.48
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts