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V-Lab

Pcc Rokita Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.99% (-2.63%)
Analysis last updated: Saturday, February 7, 2026 at 09:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Pcc Rokita Sa S0GARCH
paramt-stat
ω1.43173.86
α0.19983.76
β0.26681.51
γ16.40181.70
γ2-6.3300-1.13
γ3-5.9728-1.30
γ414.21072.63
γ5-15.0719-2.72
γ69.25721.73
γ7-3.9652-0.76
γ87.72531.63
γ9-13.2512-2.45
γ109.35781.76
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts