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V-Lab

Cas Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.88% (+3.60%)
Analysis last updated: Friday, February 13, 2026 at 09:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cas S0GARCH
paramt-stat
ω1.80364.32
α0.16138.31
β0.785430.30
γ10.08620.72
γ20.00250.01
γ3-0.3061-2.29
γ40.50123.80
γ5-0.6214-4.13
γ60.67934.32
γ7-0.4381-2.32
γ80.05920.30
γ9-0.1322-0.73
γ100.32751.85
Estimation Period:
Jan 19, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts