Skip to main content
V-Lab

Penta-Ocean Construction Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:68.99% (-1.83%)
Analysis last updated: Sunday, February 15, 2026 at 12:00 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Penta-Ocean Construction Co S0GARCH
paramt-stat
ω1.47067.29
α0.16738.62
β0.700825.77
γ10.02840.86
γ20.04790.95
γ3-0.1555-3.92
γ40.12273.01
γ5-0.0830-1.87
γ60.04420.95
γ70.00730.18
γ8-0.0007-0.02
γ9-0.0196-0.77
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts