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V-Lab

Prime Securities Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.87% (-0.61%)
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 SGARCH
paramt-stat
ω0.51505.33
α0.13177.59
β0.619711.19
γ1-0.1799-2.82
γ20.17751.96
γ30.00470.08
γ4-0.0186-0.42
γ50.09672.84
γ6-0.1776-4.87
γ70.15144.24
γ8-0.1083-2.46
γ90.17332.75
Estimation Period:
Apr 3, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts