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V-Lab

Cas Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.08% (+3.23%)
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 SGARCH
paramt-stat
ω1.80074.39
α0.16088.23
β0.784029.74
γ10.08370.71
γ20.01300.07
γ3-0.3261-2.46
γ40.52764.05
γ5-0.6499-4.39
γ60.70664.54
γ7-0.4664-2.48
γ80.09780.48
γ9-0.2033-0.81
γ100.53301.24
Estimation Period:
Jan 19, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts