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Valor Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.54% (-0.36%)
Analysis last updated: Sunday, February 15, 2026 at 01:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Valor Holdings Co Ltd SGARCH
paramt-stat
ω0.89666.14
α0.13005.71
β0.714017.48
γ10.02560.43
γ2-0.0762-0.85
γ30.02590.43
γ40.10711.58
γ5-0.1635-2.54
γ60.14313.21
γ7-0.1407-3.33
γ80.22233.27
Estimation Period:
Nov 29, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts