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Dhsteel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:53.08% (+1.49%)
Analysis last updated: Sunday, February 15, 2026 at 02:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dhsteel S0GARCH
paramt-stat
ω1.29214.86
α0.19038.76
β0.714625.60
γ1-0.1980-1.42
γ20.37421.77
γ3-0.2726-2.03
γ40.07010.59
γ50.06140.41
γ6-0.0131-0.07
γ7-0.0145-0.08
γ8-0.1546-1.12
γ90.42682.31
γ10-0.4269-2.43
Estimation Period:
Jan 26, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts