Skip to main content
V-Lab

Blue River Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:88.37% (-4.14%)
Analysis last updated: Tuesday, February 17, 2026 at 08:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Blue River Holdings Ltd S0GARCH
paramt-stat
ω0.40633.14
α0.12745.05
β0.781618.62
γ1-0.5039-1.83
γ20.48141.32
γ3-0.1166-0.57
γ40.73184.15
γ5-1.2752-2.91
γ61.15541.74
γ7-0.5366-0.94
γ8-0.0313-0.08
γ90.07720.29
Estimation Period:
Jan 2, 2007 to Feb 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts