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V-Lab

Pasupati Spinning & Weaving Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:81.10% (-3.38%)
Analysis last updated: Saturday, February 14, 2026 at 10:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pasupati Spinning & Weaving SGARCH
paramt-stat
ω0.92253.95
α0.10496.23
β0.849226.98
γ1-0.8344-1.33
γ21.69021.74
γ3-1.8361-2.18
γ41.65101.23
γ5-1.7266-1.00
γ63.52182.67
γ7-4.7392-9.87
γ83.18313.40
γ9-0.7226-0.69
γ10-0.5863-0.47
Estimation Period:
Nov 22, 2013 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts