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V-Lab

Hercules Investments Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:35.91% (-2.00%)
Analysis last updated: Saturday, January 3, 2026 at 12:16 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hercules Investments Ltd SGARCH
paramt-stat
ω1.31556.40
α0.19635.18
β0.40434.83
γ1-0.1569-0.88
γ20.19250.70
γ30.12370.66
γ4-0.3817-2.45
γ50.44463.01
γ6-0.3049-1.87
γ7-0.0060-0.03
γ80.28831.47
γ9-0.5516-1.76
Estimation Period:
Oct 15, 2007 to Dec 26, 2025
Impact of return on volatility tomorrow
Volatility Forecasts