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Cox Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.69% (-1.41%)
Analysis last updated: Friday, February 13, 2026 at 09:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cox Co Ltd S0GARCH
paramt-stat
ω0.91383.13
α0.23724.04
β0.701014.64
γ10.09130.93
γ2-0.0990-0.69
γ3-0.0774-0.76
γ40.06440.66
γ50.10650.98
γ6-0.2331-1.43
γ70.38491.78
γ8-0.4032-1.79
γ90.20201.24
γ10-0.0288-0.40
Estimation Period:
Nov 19, 1992 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts