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V-Lab

Pae Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:149.09% (-5.80%)
Analysis last updated: Tuesday, February 10, 2026 at 09:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pae Ltd SGARCH
paramt-stat
ω0.88595.79
α0.08155.72
β0.840928.81
γ10.33241.22
γ2-0.4947-1.07
γ3-0.0200-0.05
γ40.53161.03
γ5-1.0388-1.46
γ61.40062.24
γ7-0.7594-1.84
γ8-0.6707-1.40
γ92.65562.39
Estimation Period:
May 4, 2011 to Jan 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts