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Cathay Consolidated Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.20% (+7.29%)
Analysis last updated: Sunday, February 8, 2026 at 02:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Cathay Consolidated Inc S0GARCH
paramt-stat
ω0.65781.65
α0.17493.27
β0.61405.11
γ1-3.6143-1.35
γ24.91741.37
γ3-0.2761-0.18
γ4-2.9042-2.52
γ52.95272.72
γ6-1.6809-1.77
γ70.95581.38
Estimation Period:
Oct 7, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts