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V-Lab

Barings Corporate Investors Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.76% (-0.39%)
Analysis last updated: Thursday, February 19, 2026 at 10:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Barings Corporate Investors S0GARCH
paramt-stat
ω1.08638.29
α0.12787.77
β0.755524.64
γ1-0.0022-0.06
γ20.07501.39
γ3-0.1096-2.45
γ40.01010.27
γ50.11233.68
γ6-0.2246-7.62
γ70.23027.18
γ8-0.1098-3.11
γ90.05391.41
γ10-0.0677-2.21
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts