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V-Lab

Famous Brands Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.19% (-2.82%)
Analysis last updated: Sunday, February 8, 2026 at 02:50 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Famous Brands Ltd S0GARCH
paramt-stat
ω1.18465.33
α0.16039.34
β0.680621.69
γ10.06321.32
γ2-0.2199-3.14
γ30.30626.28
γ4-0.2624-5.54
γ50.22354.95
γ6-0.1308-3.25
γ7-0.0364-1.01
γ80.08913.66
Estimation Period:
Nov 9, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts