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V-Lab

Spg Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:129.68% (-3.96%)
Analysis last updated: Friday, February 13, 2026 at 10:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Spg Co Ltd SGARCH
paramt-stat
ω2.09431.55
α0.07054.83
β0.893738.45
γ10.26560.55
γ2-0.3987-0.65
γ30.42631.85
γ4-0.5790-3.25
γ50.63664.03
γ6-0.7473-3.36
γ70.78232.39
γ8-0.8512-2.41
γ91.38363.18
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts