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V-Lab

Livermore Investments Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.19% (-0.33%)
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 SGARCH
paramt-stat
ω0.71714.40
α0.19576.37
β0.671413.71
γ12.44432.81
γ2-4.8693-3.57
γ34.42465.04
γ4-3.3850-4.67
γ51.93662.19
γ6-0.8627-0.84
γ70.23570.24
γ81.13921.24
γ9-4.5237-2.64
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts