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TP Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:41.64% (+0.60%)
Analysis last updated: Friday, February 6, 2026 at 09:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TP S0GARCH
paramt-stat
ω0.71436.46
α0.13227.34
β0.784823.99
γ1-0.0931-1.64
γ2-0.0103-0.12
γ30.24004.02
γ4-0.2101-4.12
γ50.15363.21
γ6-0.1956-3.56
γ70.21663.63
γ8-0.1547-2.61
γ90.06771.67
Estimation Period:
Dec 27, 1994 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts