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Pavonine Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.02% (-0.11%)
Analysis last updated: Friday, February 13, 2026 at 10:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pavonine Co Ltd S0GARCH
paramt-stat
ω1.25084.73
α0.10164.84
β0.782517.20
γ1-0.0603-0.10
γ20.00150.00
γ30.34120.46
γ4-0.5789-1.27
γ50.18310.51
γ60.69231.49
γ7-1.4359-2.16
γ81.36052.40
Estimation Period:
Aug 4, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts