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V-Lab

PCCW Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.81% (-0.95%)
Analysis last updated: Saturday, February 7, 2026 at 10:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PCCW Ltd S0GARCH
paramt-stat
ω0.64385.59
α0.15236.64
β0.755120.93
γ1-0.5321-6.49
γ20.69125.53
γ3-0.2398-2.59
γ40.23642.32
γ5-0.2975-2.83
γ60.22822.21
γ7-0.1802-1.85
γ80.16361.88
γ9-0.0239-0.35
γ10-0.0933-1.57
Estimation Period:
Oct 18, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts