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V-Lab

Index Living Mall PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.63% (-1.60%)
Analysis last updated: Thursday, February 12, 2026 at 12:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Index Living Mall PCL S0GARCH
paramt-stat
ω0.60893.87
α0.04051.42
β0.14480.26
γ1-4.6337-2.86
γ25.29452.42
γ30.52700.43
γ4-3.3613-2.94
γ54.31374.21
γ6-3.8188-4.19
γ72.94713.32
γ8-1.9604-2.36
γ90.96641.61
Estimation Period:
Jul 26, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts