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V-Lab

Humax Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:91.87% (+52.81%)
Analysis last updated: Sunday, February 15, 2026 at 02:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Humax Co Ltd S0GARCH
paramt-stat
ω0.80593.77
α0.12174.83
β0.807922.79
γ1-0.3399-2.12
γ20.42961.96
γ3-0.1111-0.77
γ40.23971.44
γ5-0.5435-2.71
γ60.48522.69
γ7-0.1764-1.70
Estimation Period:
Nov 16, 2009 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts