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V-Lab

TEA Smallholders Factories Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.75% (-2.95%)
Analysis last updated: Sunday, February 8, 2026 at 02:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TEA Smallholders Factories S0GARCH
paramt-stat
ω0.92217.17
α0.17706.26
β0.562910.27
γ10.00790.07
γ2-0.2055-1.17
γ30.58504.33
γ4-0.7937-5.85
γ50.64144.53
γ6-0.3508-2.46
γ70.16211.08
γ8-0.0322-0.19
γ9-0.1095-0.68
γ100.18101.64
Estimation Period:
Jun 24, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts