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V-Lab

Prime Securities Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.11% (-0.84%)
Analysis last updated: Thursday, February 12, 2026 at 09:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Prime Securities Ltd S0GARCH
paramt-stat
ω0.54216.90
α0.12837.41
β0.647212.37
γ1-0.1342-4.03
γ20.15003.22
γ3-0.0274-1.00
γ40.05261.81
γ5-0.0879-3.48
γ60.06132.67
γ7-0.0049-0.30
Estimation Period:
Apr 3, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts