Skip to main content
V-Lab

TP Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:35.58% (-3.15%)
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 SGARCH
paramt-stat
ω0.72436.70
α0.13227.58
β0.777923.72
γ1-0.0809-1.48
γ2-0.0311-0.37
γ30.25664.41
γ4-0.2240-4.48
γ50.16093.46
γ6-0.1912-3.61
γ70.18983.31
γ8-0.0768-1.08
γ9-0.1530-0.98
Estimation Period:
Dec 27, 1994 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts