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V-Lab

Ya-Man Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.11% (+0.42%)
Analysis last updated: Friday, February 13, 2026 at 09:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ya-Man Ltd S0GARCH
paramt-stat
ω1.21863.44
α0.23164.54
β0.37844.14
γ1-0.2626-0.63
γ20.29400.49
γ30.41551.06
γ4-0.5687-1.45
γ5-0.2457-0.69
γ60.71102.55
γ7-0.6411-2.65
γ80.31931.25
γ90.11340.51
Estimation Period:
Dec 25, 2009 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts