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V-Lab

Dimand Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.98% (-0.33%)
Analysis last updated: Saturday, February 7, 2026 at 10:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Dimand Sa SGARCH
paramt-stat
ω0.53852.81
α0.24893.35
β0.28631.66
γ1-2.8138-0.40
γ2-2.4675-0.24
γ315.93442.00
γ4-25.6720-3.47
γ528.98904.98
γ6-22.6410-4.01
γ714.00611.96
γ8-14.4194-1.83
γ934.52573.58
Estimation Period:
Jul 6, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts