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V-Lab

Boryung Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:69.36% (-4.69%)
Analysis last updated: Saturday, February 21, 2026 at 10:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Boryung S0GARCH
paramt-stat
ω0.81617.90
α0.12148.85
β0.807540.16
γ10.00000.00
γ20.00680.14
γ3-0.0828-2.22
γ40.17104.36
γ5-0.1496-3.76
γ60.06411.73
γ70.02080.50
γ8-0.0815-1.62
γ90.07862.05
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts