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V-Lab

Livermore Investments Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.93% (-0.16%)
Analysis last updated: Sunday, February 8, 2026 at 03:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Livermore Investments Group Ltd S0GARCH
paramt-stat
ω0.69944.55
α0.18045.96
β0.677113.37
γ12.41832.86
γ2-4.8069-3.62
γ34.35595.06
γ4-3.3662-4.76
γ52.05372.38
γ6-1.2367-1.23
γ71.15501.13
γ8-0.8550-1.02
γ90.39180.80
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts