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V-Lab

Oriental Weavers Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:20.48% (-1.00%)
Analysis last updated: Friday, February 6, 2026 at 08:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Oriental Weavers SGARCH
paramt-stat
ω0.66434.50
α0.08825.66
β0.851130.56
γ1-0.3464-2.40
γ20.40482.17
γ30.01640.15
γ4-0.2170-1.44
γ50.33492.11
γ6-0.3363-2.77
γ70.20341.83
γ8-0.0938-0.64
γ90.11860.72
γ10-0.4407-2.08
Estimation Period:
Jan 20, 1999 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts