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V-Lab

Pae Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 3rd, 2026:129.29% (-7.29%)
Analysis last updated: Tuesday, February 3, 2026 at 09:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pae Ltd S0GARCH
paramt-stat
ω0.91545.54
α0.09395.71
β0.840429.78
γ10.42071.07
γ2-0.6282-0.97
γ30.11910.26
γ40.13940.30
γ5-0.0109-0.02
γ6-0.6787-0.90
γ71.92192.07
γ8-2.5023-2.96
γ92.22242.01
γ10-1.4621-1.31
Estimation Period:
May 4, 2011 to Jan 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts