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V-Lab

NEXOME Capital Markets Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.41% (-0.24%)
Analysis last updated: Saturday, February 7, 2026 at 11:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NEXOME Capital Markets Ltd S0GARCH
paramt-stat
ω0.63095.30
α0.15597.33
β0.636212.58
γ1-0.6138-2.70
γ21.38234.18
γ3-1.4698-6.54
γ40.92394.84
γ5-0.3367-1.86
γ60.34381.72
γ7-0.3768-1.87
γ80.25751.15
γ9-0.1876-0.95
Estimation Period:
May 4, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts