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V-Lab

Qualitau Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:47.93% (-0.45%)
Analysis last updated: Thursday, February 12, 2026 at 09:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Qualitau Ltd SGARCH
paramt-stat
ω1.70129.61
α0.05513.53
β0.760811.96
γ1-0.0230-0.26
γ20.06880.47
γ3-0.0904-0.74
γ40.03950.30
γ50.12951.08
γ6-0.2660-1.87
γ70.25731.61
γ8-0.1639-1.15
γ90.09280.68
Estimation Period:
Mar 26, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts