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Himacs Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.46% (-0.02%)
Analysis last updated: Sunday, February 15, 2026 at 01:09 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Himacs Ltd S0GARCH
paramt-stat
ω2.87725.38
α0.26816.73
β0.49938.91
γ1-0.0800-1.10
γ20.27862.71
γ3-0.3226-4.70
γ40.25683.42
γ5-0.2596-2.13
γ60.25471.91
γ7-0.3069-3.12
γ80.28004.54
Estimation Period:
Sep 20, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts