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V-Lab

Privi Speciality Chemicals Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.03% (-0.32%)
Analysis last updated: Thursday, February 12, 2026 at 09:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Privi Speciality Chemicals SGARCH
paramt-stat
ω1.18018.76
α0.15314.71
β0.42344.26
γ1-0.0214-0.12
γ20.00150.01
γ30.11950.52
γ4-0.3023-1.15
γ50.49401.61
γ6-0.3922-1.30
γ7-0.2270-0.84
γ80.84573.45
γ9-0.9290-3.07
Estimation Period:
May 4, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts