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V-Lab

IT City PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.77% (+16.53%)
Analysis last updated: Thursday, February 12, 2026 at 12:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of IT City PCL SGARCH
paramt-stat
ω2.18053.39
α0.16104.56
β0.651410.72
γ10.25501.98
γ2-0.3646-2.08
γ30.26852.00
γ4-0.2451-1.70
γ50.13820.97
γ6-0.1044-0.79
γ70.19581.50
γ8-0.3907-2.47
γ90.27681.29
Estimation Period:
Aug 1, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts