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V-Lab

Pasco Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:92.22% (-8.39%)
Analysis last updated: Sunday, February 8, 2026 at 04:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pasco Ltd SGARCH
paramt-stat
ω0.43834.00
α0.16864.92
β0.716011.40
γ1-0.2113-0.54
γ2-0.1421-0.23
γ30.66631.03
γ4-0.6745-0.89
γ50.91191.49
γ6-0.8135-1.69
γ70.05840.14
γ80.56621.06
γ9-1.1883-1.67
γ102.31202.69
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts