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V-Lab

Orian Sh.M. Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.68% (-0.52%)
Analysis last updated: Tuesday, February 10, 2026 at 09:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Orian Sh.M. Ltd SGARCH
paramt-stat
ω0.67693.20
α0.08274.35
β0.708910.13
γ1-0.6519-2.73
γ20.89572.79
γ3-0.3471-2.49
γ40.28292.30
γ5-0.3880-2.45
γ60.41552.65
γ7-0.4255-2.57
γ80.44492.95
γ9-0.3742-2.59
γ10-0.0136-0.05
Estimation Period:
Aug 14, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts