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J-Yuan Trust Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.04% (-1.00%)
Analysis last updated: Saturday, February 7, 2026 at 08:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of J-Yuan Trust Co Ltd SGARCH
paramt-stat
ω1.36494.70
α0.13838.68
β0.778233.51
γ1-0.1185-2.25
γ20.20552.51
γ3-0.0525-0.98
γ4-0.1154-2.44
γ50.09291.85
γ60.03480.74
γ7-0.1045-1.95
γ80.12061.61
Estimation Period:
Jan 28, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts