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V-Lab

Valor Estate Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:79.52% (-13.45%)
Analysis last updated: Saturday, February 7, 2026 at 11:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Valor Estate Ltd S0GARCH
paramt-stat
ω0.39416.38
α0.14344.98
β0.60978.73
γ1-0.5824-3.61
γ20.73983.03
γ3-0.3027-1.87
γ40.34292.44
γ5-0.3663-2.65
γ60.25091.73
γ7-0.1335-1.04
γ80.07890.93
Estimation Period:
Feb 24, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts