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CP ALL PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.14% (+0.61%)
Analysis last updated: Sunday, February 8, 2026 at 03:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CP ALL PCL S0GARCH
paramt-stat
ω1.58076.09
α0.10375.38
β0.740116.47
γ10.38253.54
γ2-0.5325-3.07
γ30.15041.09
γ40.00780.07
γ5-0.0148-0.14
γ6-0.0296-0.24
γ70.17781.37
γ8-0.2872-2.42
γ90.28972.89
γ10-0.2218-3.15
Estimation Period:
Oct 14, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts