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V-Lab

Boryung Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:47.04% (+0.99%)
Analysis last updated: Friday, February 6, 2026 at 09:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Boryung S0GARCH
paramt-stat
ω0.81238.04
α0.12478.88
β0.799139.10
γ10.00040.01
γ20.00600.12
γ3-0.0823-2.26
γ40.17074.48
γ5-0.1492-3.85
γ60.06341.75
γ70.02230.54
γ8-0.0861-1.76
γ90.08482.29
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts