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Erex Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.50% (-0.80%)
Analysis last updated: Sunday, February 15, 2026 at 01:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Erex Co Ltd S0GARCH
paramt-stat
ω1.22744.10
α0.08162.61
β0.23081.27
γ10.05620.09
γ2-0.6479-0.75
γ31.49843.00
γ4-1.5892-2.71
γ51.13712.02
γ6-0.7010-1.34
γ70.22940.33
γ80.29100.33
γ9-1.0201-1.30
γ101.28742.93
Estimation Period:
Dec 22, 2014 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts