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V-Lab

Modern Steels Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.96% (-4.84%)
Analysis last updated: Saturday, February 7, 2026 at 11:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Modern Steels Ltd S0GARCH
paramt-stat
ω0.71523.20
α0.17767.03
β0.744718.91
γ1-1.5289-3.21
γ22.69803.98
γ3-2.0382-3.91
γ41.70482.90
γ5-2.4752-4.15
γ63.78887.80
γ7-3.3062-5.42
γ81.30261.76
γ9-0.1575-0.28
γ100.03420.12
Estimation Period:
May 4, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts