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V-Lab

Penta-Ocean Construction Co Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:71.27% (-2.25%)
Analysis last updated: Friday, February 13, 2026 at 09:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Penta-Ocean Construction Co SGARCH
paramt-stat
ω1.44237.20
α0.16608.60
β0.703225.92
γ10.01810.55
γ20.06661.33
γ3-0.1721-4.43
γ40.13813.46
γ5-0.0953-2.16
γ60.05121.10
γ70.00710.17
γ8-0.0079-0.18
γ90.00210.03
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts