Skip to main content
V-Lab

Namyong Terminal PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.99% (-0.20%)
Analysis last updated: Sunday, February 8, 2026 at 04:06 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Namyong Terminal PCL S0GARCH
paramt-stat
ω0.90762.45
α0.04544.55
β0.915338.03
γ1-0.4950-0.93
γ20.85131.25
γ3-0.8087-2.23
γ41.24633.50
γ5-1.6630-4.31
γ61.51793.80
γ7-1.1307-2.91
γ80.69212.13
Estimation Period:
Nov 25, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts