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V-Lab

Panchsheel Organic Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.72% (+4.22%)
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 SGARCH
paramt-stat
ω1.03227.02
α0.26885.64
β0.42835.98
γ1-0.2351-1.11
γ20.11250.38
γ30.80883.09
γ4-1.3319-4.43
γ50.84413.46
γ6-0.2717-1.38
γ70.21091.20
γ8-0.3892-2.02
γ90.62112.77
γ10-0.9209-2.34
Estimation Period:
Nov 27, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts