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TP Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.97% (-1.49%)
Analysis last updated: Friday, February 13, 2026 at 10:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TP S0GARCH
paramt-stat
ω0.71116.45
α0.13257.35
β0.783823.87
γ1-0.0942-1.67
γ2-0.0084-0.10
γ30.23904.02
γ4-0.2101-4.13
γ50.15403.23
γ6-0.1964-3.60
γ70.21863.68
γ8-0.1575-2.66
γ90.06981.72
Estimation Period:
Dec 27, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts