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Horizon Securities Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:39.97% (-4.25%)
Analysis last updated: Saturday, February 7, 2026 at 01:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Horizon Securities Co S0GARCH
paramt-stat
ω1.42576.06
α0.14695.90
β0.767319.60
γ10.07140.89
γ2-0.1300-1.05
γ30.06580.72
γ40.00460.05
γ5-0.0830-0.75
γ60.31132.91
γ7-0.4902-4.53
γ80.34183.94
Estimation Period:
Sep 2, 2003 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts