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V-Lab

Valor Estate Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:76.70% (-13.97%)
Analysis last updated: Saturday, February 7, 2026 at 11:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Valor Estate Ltd SGARCH
paramt-stat
ω0.39136.33
α0.14504.99
β0.60788.67
γ1-0.5925-3.66
γ20.75583.09
γ3-0.3125-1.93
γ40.34772.46
γ5-0.3629-2.59
γ60.22951.54
γ7-0.0717-0.50
γ8-0.0924-0.52
Estimation Period:
Feb 24, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts