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V-Lab

Boryung Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:32.70% (-1.84%)
Analysis last updated: Sunday, February 15, 2026 at 01:29 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Boryung S0GARCH
paramt-stat
ω0.80327.89
α0.12508.90
β0.798739.13
γ10.00030.01
γ20.00460.09
γ3-0.0794-2.18
γ40.16874.42
γ5-0.1484-3.82
γ60.06361.75
γ70.02110.52
γ8-0.0840-1.71
γ90.08292.22
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts