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Ttk Prestige Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.13% (+2.50%)
Analysis last updated: Sunday, February 8, 2026 at 12:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ttk Prestige S0GARCH
paramt-stat
ω1.19074.35
α0.17324.92
β0.53467.50
γ1-0.0636-0.28
γ20.03070.10
γ3-0.0953-0.54
γ40.35561.94
γ5-0.4149-2.10
γ60.34941.85
γ7-0.1113-0.57
γ8-0.3424-1.62
γ90.52822.87
γ10-0.2877-2.19
Estimation Period:
Mar 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts