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V-Lab

GCP Infrastructure Investments Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.80% (-0.71%)
Analysis last updated: Sunday, February 8, 2026 at 04:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of GCP Infrastructure Investments Ltd S0GARCH
paramt-stat
ω0.58812.34
α0.13284.97
β0.671511.23
γ10.83411.22
γ2-1.3038-1.46
γ30.58911.33
γ4-0.0836-0.23
γ5-0.2417-0.87
γ60.62512.59
γ7-0.7213-2.47
γ80.48981.58
γ9-0.5082-1.89
γ100.48372.70
Estimation Period:
Jul 20, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts