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V-Lab

Faltec Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.45% (+0.13%)
Analysis last updated: Friday, February 13, 2026 at 09:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Faltec Co Ltd S0GARCH
paramt-stat
ω2.16814.75
α0.24956.35
β0.579511.90
γ10.25280.94
γ2-0.4587-1.01
γ30.30200.95
γ4-0.0080-0.04
γ50.06840.34
γ6-0.6681-3.44
γ70.99995.83
γ8-0.6572-5.97
Estimation Period:
Apr 1, 2004 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts