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V-Lab

Valqua Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.31% (-1.75%)
Analysis last updated: Friday, February 13, 2026 at 10:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Valqua Ltd S0GARCH
paramt-stat
ω1.60548.36
α0.17386.95
β0.593413.14
γ10.00120.04
γ20.05761.12
γ3-0.0975-2.58
γ4-0.0094-0.26
γ50.14464.17
γ6-0.2085-5.49
γ70.24044.78
γ8-0.2186-2.76
γ90.12011.43
γ10-0.0304-0.65
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts