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V-Lab

NPC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.19% (+1.07%)
Analysis last updated: Sunday, February 8, 2026 at 01:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NPC S0GARCH
paramt-stat
ω0.78736.58
α0.11708.55
β0.830042.35
γ1-0.0677-1.53
γ20.14512.22
γ3-0.1997-4.04
γ40.15402.89
γ50.02400.46
γ6-0.1118-1.84
γ70.03870.50
γ80.15491.99
γ9-0.2836-3.71
γ100.19924.06
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts