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V-Lab

1 Production Film Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.69% (-0.43%)
Analysis last updated: Sunday, February 8, 2026 at 04:41 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of 1 Production Film Co SGARCH
paramt-stat
ω0.49631.44
α0.10763.15
β0.73837.23
γ1-0.1299-0.09
γ2-0.2788-0.15
γ31.17231.09
γ4-1.8092-1.95
γ51.67302.30
γ6-0.8625-1.43
γ70.26700.56
γ80.31550.62
Estimation Period:
Oct 27, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts