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V-Lab

Nocil Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.68% (-4.41%)
Analysis last updated: Sunday, February 8, 2026 at 12:05 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nocil Ltd SGARCH
paramt-stat
ω0.89789.09
α0.16696.82
β0.601411.90
γ1-0.1302-1.82
γ20.21861.98
γ3-0.1548-2.44
γ40.10372.16
γ5-0.1040-2.13
γ60.15072.78
γ7-0.1297-2.48
γ80.07381.87
γ9-0.0677-1.74
γ100.07841.41
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts