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V-Lab

Shangri-La Asia Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:36.70% (+1.37%)
Analysis last updated: Tuesday, February 17, 2026 at 08:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shangri-La Asia Ltd SGARCH
paramt-stat
ω1.30246.83
α0.13989.02
β0.746731.91
γ10.23653.99
γ2-0.3277-3.48
γ30.03190.51
γ40.20183.94
γ5-0.3098-4.86
γ60.26053.36
γ7-0.0739-0.77
γ8-0.0478-0.48
γ90.04990.66
γ10-0.1106-1.30
Estimation Period:
Jun 17, 1993 to Feb 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts