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V-Lab

Saumya Consultants Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:72.39% (-3.99%)
Analysis last updated: Thursday, February 12, 2026 at 09:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Saumya Consultants Limited SGARCH
paramt-stat
ω8.57062.51
α0.11114.55
β0.885765.47
γ110.69632.38
γ2-31.8962-5.49
γ356.741828.64
γ4-65.0729-22.28
γ544.16099.30
γ6-20.6143-5.71
γ78.07973.37
γ8-3.1006-1.27
Estimation Period:
Jul 28, 2015 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts