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Phuc Hung Inv Const Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.04% (-0.60%)
Analysis last updated: Thursday, February 12, 2026 at 12:43 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Phuc Hung Inv Const S0GARCH
paramt-stat
ω1.27787.37
α0.11576.66
β0.720314.72
γ10.02080.16
γ2-0.1591-0.82
γ30.25541.58
γ4-0.3981-2.14
γ50.84034.40
γ6-0.9760-5.40
γ70.44862.72
γ80.05590.45
Estimation Period:
May 4, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts