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V-Lab

Parkson Retail Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:69.52% (-1.18%)
Analysis last updated: Saturday, February 7, 2026 at 10:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Parkson Retail Group Ltd SGARCH
paramt-stat
ω1.04886.11
α0.11614.82
β0.690412.58
γ10.33101.77
γ2-0.7462-2.71
γ30.81674.71
γ4-0.6126-3.99
γ50.35721.54
γ6-0.2897-0.77
γ70.27490.70
γ8-0.1643-0.60
γ9-0.0766-0.37
γ100.35601.16
Estimation Period:
Nov 30, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts