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V-Lab

Saramin Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:23.77% (-0.85%)
Analysis last updated: Sunday, February 15, 2026 at 02:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saramin Co Ltd S0GARCH
paramt-stat
ω1.83325.42
α0.11863.19
β0.726912.04
γ1-0.5738-1.71
γ21.40542.75
γ3-1.5271-4.30
γ41.08743.23
γ5-0.4941-1.37
γ60.10820.24
γ70.17760.36
γ8-0.7617-1.97
γ91.15524.03
γ10-0.7320-3.36
Estimation Period:
Feb 21, 2012 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts