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Studio Alice Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:7.03% (-0.08%)
Analysis last updated: Sunday, February 15, 2026 at 12:42 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Studio Alice Co Ltd SGARCH
paramt-stat
ω2.28236.12
α0.14187.54
β0.777428.93
γ10.18332.55
γ2-0.2447-2.03
γ30.05370.61
γ40.05670.73
γ5-0.0856-0.91
γ60.11071.21
γ7-0.2554-2.89
γ80.32972.80
Estimation Period:
Jun 20, 2002 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts