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V-Lab

Modern Steels Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.78% (-4.92%)
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 SGARCH
paramt-stat
ω0.68103.07
α0.17857.07
β0.744319.05
γ1-1.6377-3.36
γ22.87784.13
γ3-2.1775-4.10
γ41.83693.10
γ5-2.5868-4.32
γ63.86637.92
γ7-3.3535-5.45
γ81.32021.76
γ9-0.1268-0.20
γ10-0.0940-0.11
Estimation Period:
May 4, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts