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V-Lab

Loyal Textile Mills Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:120.10% (+18.41%)
Analysis last updated: Sunday, February 8, 2026 at 12:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Loyal Textile Mills Ltd SGARCH
paramt-stat
ω0.68366.86
α0.09444.20
β0.783512.46
γ1-0.7909-5.30
γ21.28525.87
γ3-0.7045-4.25
γ40.21511.01
γ50.04570.20
γ60.01080.06
γ7-0.3588-1.80
γ80.71342.79
γ9-0.9383-1.87
Estimation Period:
Mar 3, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts