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V-Lab

Lien Chang Electronic Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.44% (-3.44%)
Analysis last updated: Sunday, February 8, 2026 at 03:23 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lien Chang Electronic SGARCH
paramt-stat
ω1.89128.45
α0.09948.25
β0.817531.20
γ10.13481.51
γ2-0.0491-0.34
γ3-0.1262-1.21
γ4-0.0647-0.72
γ50.31553.18
γ6-0.4318-4.03
γ70.41123.54
γ8-0.3742-2.97
γ90.32902.33
γ10-0.0960-0.43
Estimation Period:
May 23, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts