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V-Lab

Pacific Denims Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:45.27% (-5.68%)
Analysis last updated: Friday, February 6, 2026 at 07:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Pacific Denims Ltd S0GARCH
paramt-stat
ω3.76822.28
α0.22595.82
β0.768120.19
γ12.25751.01
γ2-4.1774-1.12
γ30.38230.12
γ46.63982.69
γ5-7.8661-3.81
γ6-0.3298-0.14
γ78.69043.11
γ8-7.6900-2.49
γ90.99050.43
γ101.75171.42
Estimation Period:
Feb 7, 2017 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts