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V-Lab

Pan International Industrial Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.43% (-2.05%)
Analysis last updated: Sunday, February 8, 2026 at 03:00 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pan International Industrial S0GARCH
paramt-stat
ω0.62724.79
α0.09988.94
β0.850950.86
γ1-0.1154-3.79
γ20.16693.92
γ3-0.0987-4.39
γ40.09534.42
γ5-0.0760-3.28
γ60.03702.07
Estimation Period:
Mar 8, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts