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V-Lab

C.T.I. Traffic Industries Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:82.97% (+46.53%)
Analysis last updated: Sunday, February 8, 2026 at 03:52 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of C.T.I. Traffic Industries Co Ltd SGARCH
paramt-stat
ω0.54172.25
α0.21005.38
β0.692712.93
γ1-1.0340-2.33
γ21.63582.21
γ3-0.9224-1.53
γ40.37130.85
γ5-0.1852-0.53
γ60.47691.26
γ7-0.5050-1.55
γ80.27161.13
γ9-0.3696-1.22
γ100.36080.72
Estimation Period:
Dec 10, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts