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V-Lab

Cpl Group Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.77% (+0.20%)
Analysis last updated: Sunday, February 8, 2026 at 03:27 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cpl Group Pcl SGARCH
paramt-stat
ω0.55204.48
α0.19574.93
β0.63099.68
γ1-0.5744-5.08
γ20.74484.34
γ3-0.0431-0.28
γ4-0.4927-3.24
γ50.70334.90
γ6-0.4805-3.16
γ70.29732.21
γ8-0.2820-2.25
γ90.14221.09
γ100.01830.12
Estimation Period:
Apr 21, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts