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V-Lab

Pacific Denims Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:55.42% (-5.00%)
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 SGARCH
paramt-stat
ω3.77832.18
α0.22715.78
β0.766619.87
γ12.33921.06
γ2-4.2777-1.16
γ30.37840.12
γ46.71422.71
γ5-7.9615-3.86
γ6-0.2604-0.11
γ78.62463.09
γ8-7.5196-2.42
γ90.45280.19
γ104.03251.95
Estimation Period:
Feb 7, 2017 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts