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E-World Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:40.21% (-0.25%)
Analysis last updated: Friday, February 20, 2026 at 10:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of E-World S0GARCH
paramt-stat
ω0.89673.92
α0.16214.29
β0.755210.95
γ10.30661.63
γ2-0.7167-2.53
γ30.81194.52
γ4-0.7271-4.73
γ50.54013.33
γ6-0.3501-1.86
γ70.18521.20
γ8-0.0383-0.50
Estimation Period:
Jul 26, 2005 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts