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TP Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:32.83% (-1.17%)
Analysis last updated: Sunday, February 15, 2026 at 01:49 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TP S0GARCH
paramt-stat
ω0.71006.44
α0.13227.33
β0.784123.89
γ1-0.0948-1.67
γ2-0.0076-0.09
γ30.23874.01
γ4-0.2099-4.12
γ50.15403.23
γ6-0.1965-3.60
γ70.21923.68
γ8-0.1591-2.68
γ90.07151.76
Estimation Period:
Dec 27, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts