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Century Paper & Bd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.72% (-0.30%)
Analysis last updated: Thursday, February 12, 2026 at 10:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Century Paper & Bd S0GARCH
paramt-stat
ω0.83014.35
α0.14188.28
β0.708520.13
γ1-0.4559-3.37
γ20.62003.29
γ3-0.1600-1.72
γ4-0.0498-0.62
γ50.09721.39
γ6-0.0965-1.60
γ70.09441.58
γ8-0.0992-1.62
γ90.10391.72
γ10-0.0833-1.77
Estimation Period:
Jan 8, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts