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V-Lab

Digjam Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.84% (+0.18%)
Analysis last updated: Saturday, February 7, 2026 at 11:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Digjam Ltd SGARCH
paramt-stat
ω0.76387.79
α0.13976.78
β0.652812.54
γ10.05791.68
γ2-0.2013-3.86
γ30.20475.06
γ4-0.0672-1.58
γ50.04560.95
γ6-0.0842-1.38
γ70.09390.98
γ8-0.1615-1.18
γ90.28212.23
Estimation Period:
Sep 25, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts