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V-Lab

Cathay Chemical Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.42% (-0.39%)
Analysis last updated: Sunday, February 8, 2026 at 02:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cathay Chemical S0GARCH
paramt-stat
ω1.19803.96
α0.11466.98
β0.799727.19
γ10.02420.34
γ2-0.0196-0.20
γ3-0.0859-1.61
γ40.18763.99
γ5-0.1903-3.51
γ60.08851.48
γ70.04080.57
γ8-0.0894-0.89
γ90.15321.50
γ10-0.1841-2.71
Estimation Period:
Sep 21, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts