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V-Lab

Vivien Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:66.94% (+20.95%)
Analysis last updated: Friday, February 6, 2026 at 09:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vivien Corp SGARCH
paramt-stat
ω0.54533.35
α0.29875.53
β0.561411.17
γ1-0.0162-0.21
γ20.04990.48
γ3-0.1775-3.15
γ40.27025.57
γ5-0.1698-3.13
γ60.00080.01
γ70.07530.87
γ80.10911.49
γ9-0.3464-3.83
γ100.34062.04
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts