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V-Lab

Okong Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.12% (+0.14%)
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 SGARCH
paramt-stat
ω0.77913.56
α0.19395.76
β0.695812.83
γ1-0.0124-0.04
γ2-0.1791-0.42
γ30.30510.98
γ4-0.0424-0.13
γ5-0.4108-1.01
γ60.93472.23
γ7-1.2598-4.47
γ81.07394.65
γ9-0.5836-1.94
γ100.02940.05
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts