Skip to main content
V-Lab

Loyal Textile Mills Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:46.59% (-0.51%)
Analysis last updated: Thursday, January 15, 2026 at 09:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Loyal Textile Mills Ltd SGARCH
paramt-stat
ω0.67777.08
α0.08384.16
β0.793812.24
γ1-0.8048-5.51
γ21.30596.11
γ3-0.7123-4.43
γ40.21351.05
γ50.04830.22
γ60.01980.11
γ7-0.3904-2.03
γ80.78373.23
γ9-1.1699-2.55
Estimation Period:
Mar 3, 2010 to Jan 14, 2026
Impact of return on volatility tomorrow
Volatility Forecasts