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V-Lab

Panchsheel Organic Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:52.60% (+3.52%)
Analysis last updated: Thursday, February 12, 2026 at 09:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Panchsheel Organic S0GARCH
paramt-stat
ω1.02816.85
α0.26915.68
β0.43676.28
γ1-0.2389-1.10
γ20.11890.39
γ30.79893.03
γ4-1.3112-4.33
γ50.81213.30
γ6-0.2273-1.14
γ70.14180.80
γ8-0.2572-1.31
γ90.34331.75
γ10-0.2456-1.88
Estimation Period:
Nov 27, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts