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Sempio Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.86% (+12.57%)
Analysis last updated: Friday, February 13, 2026 at 09:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sempio Co S0GARCH
paramt-stat
ω0.95724.65
α0.26147.09
β0.664819.41
γ10.02030.43
γ2-0.0002-0.00
γ3-0.1297-2.08
γ40.24803.14
γ5-0.2985-3.77
γ60.30514.23
γ7-0.2162-2.65
γ80.10391.45
γ9-0.0716-1.24
γ100.06261.57
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts