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V-Lab

Jui Li Enterprise Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.80% (-1.19%)
Analysis last updated: Sunday, February 8, 2026 at 03:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jui Li Enterprise SGARCH
paramt-stat
ω1.00776.61
α0.220911.08
β0.529413.86
γ10.02750.89
γ2-0.1008-2.33
γ30.14745.33
γ4-0.1526-5.75
γ50.17806.48
γ6-0.1636-4.94
γ70.07992.13
γ8-0.0148-0.25
Estimation Period:
Mar 8, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts