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V-Lab

Pentamaster Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.02% (-2.54%)
Analysis last updated: Thursday, February 12, 2026 at 10:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pentamaster Corp SGARCH
paramt-stat
ω0.61912.59
α0.12024.12
β0.776116.19
γ1-0.4917-1.40
γ20.94691.86
γ3-0.9239-3.80
γ40.76704.47
γ5-0.4777-3.01
γ60.37242.53
γ7-0.3692-1.77
γ80.16280.62
γ90.13970.49
γ10-0.0865-0.26
Estimation Period:
Jul 22, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts