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V-Lab

Quality Const Products PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.50% (-2.36%)
Analysis last updated: Sunday, February 15, 2026 at 03:27 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Quality Const Products PCL SGARCH
paramt-stat
ω1.05765.08
α0.18454.53
β0.647210.71
γ10.05000.35
γ2-0.1724-0.84
γ30.25311.52
γ4-0.3040-1.40
γ50.42132.16
γ6-0.4569-2.70
γ70.29621.55
γ8-0.0483-0.28
γ9-0.4663-2.63
Estimation Period:
Jan 30, 2004 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts