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V-Lab

CP System Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:109.06% (-4.92%)
Analysis last updated: Sunday, February 15, 2026 at 02:27 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of CP System Co Ltd S0GARCH
paramt-stat
ω3.89201.74
α0.585824.73
β0.407418.06
γ142.38782.90
γ2-78.3967-2.69
γ3-3.8966-0.10
γ4198.66273.70
γ5-265.8277-4.54
γ6117.50612.81
γ7-12.0280-0.57
γ89.58290.89
γ9-14.2807-2.77
Estimation Period:
Mar 31, 2022 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts