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V-Lab

Grand Fortune Securities Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.92% (-1.58%)
Analysis last updated: Saturday, February 7, 2026 at 01:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Grand Fortune Securities S0GARCH
paramt-stat
ω0.60551.93
α0.13934.08
β0.67569.18
γ1-1.2226-1.36
γ22.07171.69
γ3-1.7737-2.69
γ42.07333.53
γ5-2.0016-4.34
γ61.01052.33
γ7-0.1355-0.30
γ80.02370.07
Estimation Period:
Sep 30, 2014 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts