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Vivien Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:34.21% (-3.83%)
Analysis last updated: Friday, February 20, 2026 at 09:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vivien Corp S0GARCH
paramt-stat
ω0.57093.32
α0.28985.51
β0.588711.94
γ1-0.0016-0.02
γ20.02570.24
γ3-0.1589-2.68
γ40.25374.94
γ5-0.1580-2.75
γ6-0.0063-0.08
γ70.08390.91
γ80.09051.19
γ9-0.3084-4.24
γ100.24043.62
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts