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Thaire Life Assurance Pcl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.70% (-0.18%)
Analysis last updated: Sunday, February 8, 2026 at 02:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Thaire Life Assurance Pcl S0GARCH
paramt-stat
ω1.28274.06
α0.07083.68
β0.850221.66
γ10.39720.59
γ2-0.6970-0.72
γ31.30041.91
γ4-2.3194-2.35
γ52.65572.31
γ6-2.2773-2.35
γ71.40271.91
γ8-0.8115-1.37
γ90.41490.63
γ100.00830.01
Estimation Period:
Nov 19, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts