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V-Lab

Pasupati Acrylon Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:59.56% (-1.83%)
Analysis last updated: Thursday, February 12, 2026 at 09:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pasupati Acrylon SGARCH
paramt-stat
ω0.86009.26
α0.13887.74
β0.714719.10
γ1-0.0398-1.04
γ2-0.0973-1.65
γ30.23244.98
γ4-0.1183-2.40
γ50.10441.92
γ6-0.2108-3.76
γ70.25674.99
γ8-0.2460-4.35
γ90.28852.85
Estimation Period:
Oct 10, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts