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S.Alam Cold Rolled Steels Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.25% (+9.55%)
Analysis last updated: Wednesday, February 11, 2026 at 07:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S.Alam Cold Rolled Steels SGARCH
paramt-stat
ω11.08604.93
α0.4478121.74
β0.5515152.67
γ1-0.3238-1.09
γ20.31740.82
γ30.03700.17
γ40.01700.08
γ5-0.1708-0.59
γ6-5.3885-13.25
γ721.757727.68
γ8-56.9803-10.58
Estimation Period:
Oct 3, 2008 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts