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IT City PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.33% (+14.23%)
Analysis last updated: Saturday, February 14, 2026 at 12:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of IT City PCL S0GARCH
paramt-stat
ω2.13233.30
α0.16204.52
β0.649610.67
γ10.23541.78
γ2-0.3334-1.87
γ30.24791.83
γ4-0.2293-1.58
γ50.12830.90
γ6-0.1040-0.79
γ70.21171.70
γ8-0.4412-3.58
γ90.43074.82
Estimation Period:
Aug 1, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts