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V-Lab

Summit Securities Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.57% (-2.42%)
Analysis last updated: Thursday, February 12, 2026 at 09:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Summit Securities Ltd SGARCH
paramt-stat
ω1.17495.25
α0.17566.34
β0.613310.52
γ10.40232.21
γ2-0.6553-2.32
γ30.30291.31
γ4-0.1273-0.60
γ50.28961.59
γ6-0.3255-1.80
γ70.24731.24
γ8-0.7340-2.21
Estimation Period:
Jan 28, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts