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V-Lab

Cpr Gomu Industrial Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.35% (-0.36%)
Analysis last updated: Sunday, February 8, 2026 at 03:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cpr Gomu Industrial SGARCH
paramt-stat
ω2.04552.76
α0.19946.04
β0.767224.91
γ10.24571.08
γ2-0.3708-1.19
γ30.22591.38
γ4-0.1153-0.73
γ5-0.1558-0.79
γ60.47101.93
γ7-0.5514-2.03
γ80.48151.69
Estimation Period:
Mar 18, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts