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V-Lab

Solidere Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:34.41% (-1.42%)
Analysis last updated: Sunday, November 9, 2025 at 03:50 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Solidere S0GARCH
paramt-stat
ω0.94345.22
α0.34489.09
β0.463011.60
γ10.23492.55
γ2-0.4985-3.65
γ30.45474.21
γ4-0.3349-3.33
γ50.20152.32
γ6-0.0067-0.06
γ7-0.0161-0.14
γ8-0.1603-1.42
γ90.22332.02
γ10-0.1392-1.67
Estimation Period:
Apr 15, 1997 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts