Skip to main content
V-Lab

Porr Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.31% (-1.30%)
Analysis last updated: Thursday, February 12, 2026 at 07:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Porr Ag S0GARCH
paramt-stat
ω0.99534.21
α0.16616.62
β0.729417.74
γ10.20791.90
γ2-0.4059-2.53
γ30.43763.42
γ4-0.5410-3.43
γ50.64554.11
γ6-0.5868-4.24
γ70.31603.10
γ8-0.0928-1.26
γ90.03760.53
γ10-0.0241-0.49
Estimation Period:
Jul 17, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts