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V-Lab

Ph Capital Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.26% (-1.49%)
Analysis last updated: Saturday, February 14, 2026 at 11:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ph Capital Ltd S0GARCH
paramt-stat
ω1.21202.84
α0.18046.34
β0.744615.17
γ10.12630.27
γ20.40930.55
γ3-0.8231-1.16
γ40.06040.08
γ50.64081.14
γ6-0.7052-1.98
γ70.31820.93
γ80.00060.00
Estimation Period:
Mar 19, 2012 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts