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V-Lab

SIMPAC Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:31.50% (-0.33%)
Analysis last updated: Sunday, February 15, 2026 at 01:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SIMPAC Inc S0GARCH
paramt-stat
ω0.73547.40
α0.120510.73
β0.810645.07
γ1-0.0053-0.16
γ20.05831.18
γ3-0.1550-4.54
γ40.14274.07
γ5-0.0363-0.97
γ6-0.0632-1.59
γ70.18024.91
γ8-0.1975-5.92
γ90.09073.38
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts