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V-Lab

Tipco Asphalt PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.43% (+0.11%)
Analysis last updated: Tuesday, February 10, 2026 at 10:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tipco Asphalt PCL SGARCH
paramt-stat
ω1.05305.28
α0.09749.48
β0.869668.20
γ1-0.0436-0.65
γ20.14911.42
γ3-0.2646-3.82
γ40.30884.30
γ5-0.2539-2.52
γ60.15981.63
γ7-0.0806-1.12
γ8-0.0048-0.06
γ90.18051.45
Estimation Period:
Mar 5, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts