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V-Lab

Cross Cat Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.53% (-3.04%)
Analysis last updated: Friday, February 13, 2026 at 09:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cross Cat Co Ltd SGARCH
paramt-stat
ω2.39775.25
α0.21007.23
β0.48369.91
γ1-0.0392-0.34
γ20.23801.42
γ3-0.3585-2.07
γ40.39931.32
γ5-0.5011-1.43
γ60.49541.89
γ7-0.4233-2.30
γ80.34312.22
γ9-0.3057-1.81
γ100.05890.18
Estimation Period:
Jun 20, 2002 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts