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V-Lab

Fisco Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.08% (+3.22%)
Analysis last updated: Sunday, February 15, 2026 at 12:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fisco Ltd SGARCH
paramt-stat
ω2.17334.52
α0.32647.10
β0.577214.82
γ10.62082.65
γ2-0.9666-2.62
γ30.66872.39
γ4-0.6611-2.49
γ50.53392.28
γ6-0.3557-1.81
γ70.44751.92
γ8-0.8470-3.09
γ91.61324.63
γ10-2.3872-4.57
Estimation Period:
Jun 14, 2006 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts