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V-Lab

Elgi Rubber Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.73% (-8.23%)
Analysis last updated: Saturday, February 7, 2026 at 10:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Elgi Rubber Co Ltd S0GARCH
paramt-stat
ω0.21121.93
α0.29844.44
β0.35543.94
γ1-3.6603-2.76
γ25.71432.93
γ3-3.4832-3.02
γ42.05652.33
γ5-0.5095-0.63
γ6-0.6374-1.00
γ70.61171.08
γ80.42730.80
γ9-1.1138-2.41
γ100.82732.86
Estimation Period:
Feb 18, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts