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V-Lab

Transpaco Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.62% (-2.52%)
Analysis last updated: Sunday, February 8, 2026 at 03:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Transpaco Ltd S0GARCH
paramt-stat
ω0.70202.83
α0.13085.68
β0.678812.58
γ1-0.8022-3.92
γ21.59946.00
γ3-1.3261-9.11
γ40.64033.94
γ5-0.2270-1.43
γ60.38912.78
γ7-0.3849-3.13
γ80.04220.36
γ90.11371.31
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts