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V-Lab

NEXOME Capital Markets Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.53% (-0.27%)
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 SGARCH
paramt-stat
ω0.62645.10
α0.15917.79
β0.642613.08
γ1-0.6441-2.75
γ21.43064.21
γ3-1.4989-6.51
γ40.93794.81
γ5-0.3289-1.78
γ60.29691.45
γ7-0.2521-1.21
γ8-0.0469-0.19
γ90.57631.31
Estimation Period:
May 4, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts