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V-Lab

Naperol Investments Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.16% (+0.47%)
Analysis last updated: Saturday, February 7, 2026 at 10:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Naperol Investments Ltd S0GARCH
paramt-stat
ω0.93547.92
α0.14056.41
β0.687614.51
γ10.25471.98
γ2-0.4815-2.38
γ30.29912.03
γ4-0.1223-0.76
γ50.16750.98
γ6-0.1428-0.93
γ70.00870.06
γ8-0.0912-0.70
γ90.26452.00
γ10-0.2208-2.13
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts