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V-Lab

Taya Investment Co Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.20% (-1.97%)
Analysis last updated: Tuesday, February 10, 2026 at 09:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taya Investment Co SGARCH
paramt-stat
ω0.93083.75
α0.05653.23
β0.812111.98
γ1-0.7390-2.13
γ20.93911.71
γ3-0.0395-0.10
γ4-0.0066-0.02
γ5-0.6939-2.59
γ61.10233.83
γ7-1.0778-4.06
γ80.97003.46
γ9-0.9177-2.66
γ100.94321.50
Estimation Period:
May 2, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts