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V-Lab

Pacific Century Premium Developments Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:184.07% (-42.35%)
Analysis last updated: Saturday, February 21, 2026 at 07:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pacific Century Premium Developments Ltd S0GARCH
paramt-stat
ω0.92984.92
α0.24464.82
β0.651411.49
γ1-0.0361-0.08
γ2-0.2194-0.30
γ30.82811.76
γ4-1.2576-3.33
γ50.76912.08
γ60.47461.54
γ7-1.0292-3.85
γ80.67862.38
γ9-0.2372-0.58
γ10-0.0156-0.04
Estimation Period:
Jan 2, 2007 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts