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V-Lab

Litigation Capital Management Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:126.56% (-0.88%)
Analysis last updated: Thursday, February 12, 2026 at 12:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Litigation Capital Management Ltd S0GARCH
paramt-stat
ω1.15714.33
α0.12213.14
β0.42612.60
γ10.57960.43
γ2-1.5493-0.74
γ33.13951.71
γ4-5.6723-2.74
γ57.48454.07
γ6-7.5412-4.05
γ76.22203.77
γ8-2.2062-1.80
γ9-1.8333-1.93
Estimation Period:
Dec 19, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts