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V-Lab

Falco Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.30% (-0.01%)
Analysis last updated: Sunday, February 15, 2026 at 12:23 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Falco Holdings Co Ltd SGARCH
paramt-stat
ω1.15014.50
α0.13187.99
β0.795235.57
γ1-0.1865-2.79
γ20.19491.98
γ30.08611.47
γ4-0.1591-2.73
γ50.05430.75
γ60.09031.38
γ7-0.1413-2.10
γ8-0.0061-0.05
Estimation Period:
Apr 21, 1997 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts