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Caspian Sunrise PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:73.29% (-7.55%)
Analysis last updated: Saturday, February 14, 2026 at 01:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caspian Sunrise PLC S0GARCH
paramt-stat
ω1.12536.09
α0.08554.09
β0.64905.84
γ1-0.0994-0.41
γ20.12310.32
γ30.05940.21
γ4-0.2594-0.87
γ50.29391.02
γ60.00160.01
γ7-0.3443-1.30
γ80.29941.11
γ9-0.0471-0.24
Estimation Period:
May 22, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts