Skip to main content
V-Lab

Vintage Securities Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:63.88% (+17.04%)
Analysis last updated: Tuesday, February 10, 2026 at 09:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vintage Securities Ltd S0GARCH
paramt-stat
ω0.50331.50
α0.35532.02
β0.50743.80
γ1-0.9144-0.97
γ20.74880.50
γ31.21850.85
γ4-2.8873-1.97
γ54.42364.13
γ6-4.3208-6.05
γ72.09343.69
γ8-0.1880-0.39
γ9-0.3976-1.22
Estimation Period:
Oct 14, 2013 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts