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V-Lab

Advanced Info Service PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.87% (+1.08%)
Analysis last updated: Tuesday, February 10, 2026 at 10:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Advanced Info Service PCL SGARCH
paramt-stat
ω1.54076.97
α0.09267.22
β0.823339.14
γ10.23874.48
γ2-0.4079-4.71
γ30.23403.68
γ4-0.0482-1.00
γ5-0.0644-0.86
γ60.09120.95
γ7-0.0952-1.28
γ80.10571.95
γ9-0.0799-1.24
γ100.09491.15
Estimation Period:
Dec 30, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts