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V-Lab

Pcc Rokita Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:66.66% (-1.41%)
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 SGARCH
paramt-stat
ω1.46583.88
α0.23044.01
β0.22581.34
γ16.52681.74
γ2-6.4084-1.14
γ3-6.1786-1.33
γ414.59342.69
γ5-15.6189-2.81
γ610.18351.90
γ7-5.9568-1.15
γ812.13522.67
γ9-23.4753-5.43
γ1034.92314.60
Estimation Period:
Mar 3, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts