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V-Lab

1 Production Film Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.62% (-0.50%)
Analysis last updated: Sunday, February 8, 2026 at 04:42 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of 1 Production Film Co S0GARCH
paramt-stat
ω0.49781.43
α0.10873.20
β0.74027.49
γ1-0.1341-0.10
γ2-0.2702-0.14
γ31.16401.08
γ4-1.8074-1.94
γ51.69142.31
γ6-0.9248-1.54
γ70.42820.94
γ8-0.1441-0.54
Estimation Period:
Oct 27, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts