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V-Lab

Thaire Life Assurance Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.12% (-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 SGARCH
paramt-stat
ω1.29694.08
α0.07073.67
β0.850221.50
γ10.43830.65
γ2-0.7668-0.79
γ31.35642.00
γ4-2.3722-2.41
γ52.70452.36
γ6-2.3212-2.40
γ71.44081.95
γ8-0.8467-1.32
γ90.46040.53
γ10-0.0876-0.07
Estimation Period:
Nov 19, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts