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V-Lab

Forval Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.26% (-0.22%)
Analysis last updated: Sunday, February 15, 2026 at 01:52 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Forval Corp SGARCH
paramt-stat
ω1.60984.25
α0.21109.57
β0.639121.94
γ10.13661.52
γ2-0.1874-1.38
γ30.00770.07
γ40.13251.25
γ5-0.1660-1.78
γ60.10841.03
γ7-0.0532-0.54
γ80.07500.89
γ9-0.0733-1.07
γ10-0.0899-1.19
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts