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V-Lab

Dhsteel Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:86.16% (-1.63%)
Analysis last updated: Friday, February 20, 2026 at 09:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dhsteel SGARCH
paramt-stat
ω1.36505.55
α0.19198.79
β0.713424.21
γ1-0.1100-1.12
γ20.23011.52
γ3-0.1972-1.81
γ40.04210.40
γ50.11851.31
γ6-0.1095-1.18
γ7-0.0242-0.17
γ80.06950.42
γ90.35601.94
Estimation Period:
Jan 26, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts