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V-Lab

Lippi Systems Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.42% (-2.90%)
Analysis last updated: Saturday, February 7, 2026 at 10:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lippi Systems Ltd S0GARCH
paramt-stat
ω1.91353.88
α0.13706.65
β0.795420.24
γ13.31154.93
γ2-4.4508-4.34
γ31.37111.97
γ4-0.3487-0.71
γ5-0.0162-0.04
γ60.34850.86
γ7-0.1489-0.34
γ8-0.1939-0.48
γ90.20460.59
γ10-0.1539-0.72
Estimation Period:
Jul 3, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts