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V-Lab

Picic Insurance Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:91.52% (-5.11%)
Analysis last updated: Thursday, February 12, 2026 at 10:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Picic Insurance Ltd S0GARCH
paramt-stat
ω0.81648.87
α0.14946.97
β0.703614.48
γ1-0.1379-1.65
γ20.18381.34
γ3-0.0457-0.42
γ40.11821.06
γ5-0.3142-2.78
γ60.31523.23
γ7-0.1555-2.21
Estimation Period:
Apr 10, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts