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V-Lab

TP Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:42.23% (-2.66%)
Analysis last updated: Saturday, February 21, 2026 at 11:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TP S0GARCH
paramt-stat
ω0.71096.47
α0.13177.34
β0.784523.94
γ1-0.0941-1.67
γ2-0.0085-0.10
γ30.23894.02
γ4-0.2098-4.13
γ50.15373.23
γ6-0.1960-3.60
γ70.21813.67
γ8-0.1568-2.65
γ90.06891.71
Estimation Period:
Dec 27, 1994 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts