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V-Lab

Phat Dat Real Estate Dev Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.88% (+1.64%)
Analysis last updated: Sunday, February 8, 2026 at 04:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Phat Dat Real Estate Dev Co SGARCH
paramt-stat
ω0.95883.38
α0.13386.20
β0.764720.88
γ11.07293.44
γ2-1.7622-4.15
γ30.81753.17
γ40.06890.25
γ5-0.4049-1.35
γ60.42771.29
γ7-0.3688-1.00
γ80.11120.36
γ90.28340.81
Estimation Period:
Jul 30, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts