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V-Lab

GCP Infrastructure Investments Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:12.97% (-0.16%)
Analysis last updated: Sunday, March 1, 2026 at 01:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of GCP Infrastructure Investments Ltd S0GARCH
paramt-stat
ω0.58922.32
α0.13215.02
β0.676611.57
γ10.82901.21
γ2-1.3003-1.45
γ30.59611.36
γ4-0.0952-0.26
γ5-0.2286-0.82
γ60.61482.58
γ7-0.7199-2.51
γ80.49841.63
γ9-0.5362-2.01
γ100.51952.95
Estimation Period:
Jul 20, 2010 to Feb 27, 2026
Impact of return on volatility tomorrow
Volatility Forecasts