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V-Lab

CP System Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:39.50% (-9.94%)
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 SGARCH
paramt-stat
ω5.71671.13
α0.41370.36
β0.58630.50
γ13.24320.01
γ2-6.9115-0.01
γ312.12340.02
γ4-96.8251-0.14
γ5309.38920.57
γ6-508.5512-4.65
γ7528.41362.02
γ8-342.5396-1.00
γ9124.32360.59
γ10-65.1156-0.55
Estimation Period:
Mar 31, 2022 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts