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V-Lab

SIMPAC Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.31% (-0.38%)
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 SGARCH
paramt-stat
ω0.67546.59
α0.120410.43
β0.809743.12
γ1-0.0254-0.71
γ20.08841.73
γ3-0.1742-5.12
γ40.16014.57
γ5-0.0517-1.38
γ6-0.0465-1.16
γ70.15083.73
γ8-0.1370-2.47
γ9-0.0527-0.46
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts