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V-Lab

Premium Income Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.42% (-0.52%)
Analysis last updated: Friday, February 13, 2026 at 12:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Premium Income Corp S0GARCH
paramt-stat
ω1.03215.72
α0.186910.04
β0.737030.54
γ1-0.0179-0.21
γ2-0.0386-0.30
γ30.07910.87
γ40.14071.77
γ5-0.4429-6.17
γ60.48626.26
γ7-0.3142-3.81
γ80.21212.34
γ9-0.2011-2.34
γ100.13272.37
Estimation Period:
Oct 30, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts