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Falco Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.34% (+1.10%)
Analysis last updated: Tuesday, February 17, 2026 at 10:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Falco Holdings Co Ltd S0GARCH
paramt-stat
ω1.14674.48
α0.13097.90
β0.796235.88
γ1-0.1862-2.78
γ20.19541.98
γ30.08251.40
γ4-0.1520-2.61
γ50.04160.58
γ60.11781.89
γ7-0.2040-4.65
γ80.14834.40
Estimation Period:
Apr 21, 1997 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts