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Truworths International Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.08% (-1.78%)
Analysis last updated: Sunday, February 8, 2026 at 02:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Truworths International Ltd S0GARCH
paramt-stat
ω2.92433.13
α0.08285.35
β0.685511.79
γ10.56171.97
γ2-0.8475-2.14
γ30.55893.41
γ4-0.4396-4.57
γ50.29653.76
γ6-0.2763-3.65
γ70.21383.15
γ8-0.0638-1.32
Estimation Period:
Jun 10, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts