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V-Lab

NPC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:24.72% (-1.32%)
Analysis last updated: Sunday, February 15, 2026 at 02:16 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NPC S0GARCH
paramt-stat
ω0.77306.49
α0.11908.57
β0.825941.69
γ1-0.0691-1.56
γ20.14692.25
γ3-0.2024-4.19
γ40.15923.05
γ50.01800.35
γ6-0.1063-1.78
γ70.03530.46
γ80.15782.04
γ9-0.2895-3.78
γ100.20614.15
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts