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Vivien Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:41.49% (-0.13%)
Analysis last updated: Saturday, February 21, 2026 at 10:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vivien Corp SGARCH
paramt-stat
ω0.55753.46
α0.29865.55
β0.562011.20
γ1-0.0067-0.09
γ20.03640.36
γ3-0.1719-3.06
γ40.26865.52
γ5-0.1708-3.14
γ60.00280.04
γ70.07500.86
γ80.10701.45
γ9-0.3453-3.86
γ100.34242.07
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts