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V-Lab

Cox Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.39% (-1.76%)
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 SGARCH
paramt-stat
ω0.93873.22
α0.23413.98
β0.703614.51
γ10.10901.12
γ2-0.1221-0.86
γ3-0.0708-0.70
γ40.06140.63
γ50.11311.03
γ6-0.2469-1.51
γ70.40821.88
γ8-0.4445-1.96
γ90.29771.72
γ10-0.2974-1.82
Estimation Period:
Nov 19, 1992 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts