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V-Lab

Mirbud Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.85% (-3.23%)
Analysis last updated: Sunday, February 8, 2026 at 02:43 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mirbud Sa S0GARCH
paramt-stat
ω1.00144.65
α0.09483.80
β0.741411.38
γ10.33471.58
γ2-0.3306-1.09
γ3-0.2981-1.45
γ40.75243.17
γ5-0.9927-3.51
γ60.98633.90
γ7-0.6629-2.86
γ80.25381.23
γ9-0.1398-0.80
γ100.18041.49
Estimation Period:
Dec 29, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts