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V-Lab

Chenbro Micom Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:75.21% (+11.42%)
Analysis last updated: Sunday, February 8, 2026 at 03:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chenbro Micom Co SGARCH
paramt-stat
ω1.23632.38
α0.07026.15
β0.861132.96
γ10.16480.54
γ2-0.2002-0.45
γ3-0.1958-0.75
γ40.64213.33
γ5-0.7942-4.17
γ60.68883.33
γ7-0.5338-2.19
γ80.41972.01
γ9-0.1745-1.00
γ10-0.1831-0.86
Estimation Period:
Apr 25, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts