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V-Lab

Cathay Chemical Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.38% (-0.38%)
Analysis last updated: Sunday, February 8, 2026 at 02:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cathay Chemical SGARCH
paramt-stat
ω1.25564.19
α0.11536.90
β0.797226.52
γ10.03800.54
γ2-0.0330-0.34
γ3-0.0947-1.80
γ40.20834.46
γ5-0.2132-3.97
γ60.10471.76
γ70.03410.47
γ8-0.0889-0.85
γ90.15451.34
γ10-0.1852-1.21
Estimation Period:
Sep 21, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts