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Vintage Securities Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:56.42% (+20.52%)
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 SGARCH
paramt-stat
ω0.50321.49
α0.35582.02
β0.50763.80
γ1-0.9191-0.98
γ20.75280.51
γ31.22480.85
γ4-2.9032-1.98
γ54.44394.13
γ6-4.3271-6.02
γ72.04723.49
γ8-0.0035-0.01
γ9-1.0232-1.37
Estimation Period:
Oct 14, 2013 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts