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V-Lab

Transaction Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.03% (-0.45%)
Analysis last updated: Wednesday, February 11, 2026 at 10:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Transaction Co Ltd SGARCH
paramt-stat
ω1.30384.48
α0.06913.30
β0.866218.10
γ1-0.2604-0.55
γ20.54920.66
γ3-0.0145-0.02
γ4-0.9709-2.13
γ51.24673.79
γ6-0.9077-2.81
γ70.71202.30
γ8-0.7291-1.84
γ90.58610.93
Estimation Period:
Oct 12, 2010 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts