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Clime Investment Management Lt Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.63% (-3.24%)
Analysis last updated: Friday, February 6, 2026 at 07:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Clime Investment Management Lt SGARCH
paramt-stat
ω1.12328.21
α0.17745.74
β0.58317.82
γ1-0.1955-1.30
γ20.84723.51
γ3-1.3747-7.25
γ41.13005.83
γ5-0.5478-2.72
γ60.08840.37
γ70.21230.67
γ8-0.2464-0.58
Estimation Period:
Dec 15, 2000 to Jan 23, 2026
Impact of return on volatility tomorrow
Volatility Forecasts