Skip to main content
V-Lab

NPC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:22.29% (-0.98%)
Analysis last updated: Tuesday, February 24, 2026 at 09:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NPC S0GARCH
paramt-stat
ω0.75996.32
α0.11968.60
β0.825741.78
γ1-0.0772-1.73
γ20.15802.42
γ3-0.2060-4.25
γ40.15903.04
γ50.02050.40
γ6-0.1098-1.84
γ70.03820.50
γ80.15602.01
γ9-0.2881-3.75
γ100.20484.12
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts