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Taya Investment Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:31.70% (+6.88%)
Analysis last updated: Friday, February 13, 2026 at 09:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taya Investment Co S0GARCH
paramt-stat
ω0.93843.75
α0.05763.28
β0.810712.08
γ1-0.7227-2.07
γ20.91311.65
γ3-0.0221-0.05
γ4-0.0228-0.07
γ5-0.6734-2.51
γ61.07213.73
γ7-1.0288-3.89
γ80.87883.22
γ9-0.7267-2.35
γ100.50672.08
Estimation Period:
May 2, 2011 to Feb 12, 2026
Impact of return on volatility tomorrow
Volatility Forecasts