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Neo Technical System Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:90.68% (-6.17%)
Analysis last updated: Friday, February 13, 2026 at 10:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Neo Technical System SGARCH
paramt-stat
ω1.67493.21
α0.17348.31
β0.744727.35
γ1-0.0381-0.17
γ20.01320.04
γ30.09780.53
γ4-0.1975-1.05
γ50.32211.83
γ6-0.2115-1.47
γ7-0.2751-1.67
γ80.96632.91
Estimation Period:
Oct 1, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts