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V-Lab

Okong Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.80% (+0.11%)
Analysis last updated: Friday, February 13, 2026 at 10:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Okong S0GARCH
paramt-stat
ω0.77633.55
α0.19675.77
β0.692912.69
γ1-0.0257-0.09
γ2-0.1555-0.36
γ30.28590.92
γ4-0.0276-0.09
γ5-0.4194-1.04
γ60.94162.25
γ7-1.2792-4.52
γ81.13525.14
γ9-0.7421-3.48
γ100.45402.90
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts