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Sandi Properties Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.93% (-1.33%)
Analysis last updated: Tuesday, February 10, 2026 at 10:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sandi Properties Co Ltd S0GARCH
paramt-stat
ω0.94396.75
α0.168310.34
β0.748631.10
γ1-0.0041-0.15
γ20.06201.48
γ3-0.1505-4.39
γ40.11553.31
γ5-0.0012-0.04
γ6-0.0410-1.14
γ70.03481.23
Estimation Period:
Sep 21, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts