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V-Lab

Cirata PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.25% (-1.09%)
Analysis last updated: Sunday, February 8, 2026 at 03:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cirata PLC SGARCH
paramt-stat
ω0.97233.38
α0.17564.84
β0.51315.78
γ10.94582.89
γ2-1.0068-2.22
γ3-0.4552-1.29
γ41.04592.66
γ5-0.9549-1.64
γ60.65590.90
γ7-0.0988-0.15
γ8-0.3031-0.45
γ90.08910.09
Estimation Period:
Jun 5, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts