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V-Lab

Strust Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.93% (-0.41%)
Analysis last updated: Sunday, February 8, 2026 at 12:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Strust Co Ltd S0GARCH
paramt-stat
ω4.07942.70
α0.26166.99
β0.684022.76
γ1-0.7235-1.01
γ21.98361.73
γ3-2.5342-1.98
γ42.38221.70
γ5-1.3053-1.23
γ6-0.3382-0.37
γ70.98431.26
γ8-0.3806-0.69
γ90.02220.04
γ10-0.3187-0.59
Estimation Period:
Nov 21, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts