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Intl Csrc Invstmnt Hldgs Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.51% (-0.18%)
Analysis last updated: Sunday, February 8, 2026 at 02:58 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Intl Csrc Invstmnt Hldgs Co S0GARCH
paramt-stat
ω2.50005.41
α0.15068.56
β0.745325.96
γ10.06922.07
γ20.01220.25
γ3-0.2119-6.33
γ40.24028.12
γ5-0.2144-6.51
γ60.17364.16
γ7-0.0372-0.87
γ8-0.0924-2.34
γ90.08362.59
Estimation Period:
Jun 26, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts