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Skymark Airlines Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:79.11% (+0.35%)
Analysis last updated: Thursday, February 5, 2026 at 08:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Skymark Airlines Co Ltd S0GARCH
paramt-stat
ω0.95022.90
α0.17601.94
β0.00000.00
γ116.56710.72
γ2-20.4655-0.58
γ3-3.4600-0.16
γ426.63371.94
γ5-50.2131-3.64
γ663.83174.29
γ7-48.1121-4.94
Estimation Period:
Dec 7, 2023 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts