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Neowiz Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:48.29% (-2.14%)
Analysis last updated: Sunday, February 15, 2026 at 01:41 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Neowiz S0GARCH
paramt-stat
ω1.04912.55
α0.06236.07
β0.885339.41
γ1-0.2397-1.06
γ20.39361.35
γ3-0.2857-2.16
γ40.32431.89
γ5-0.3659-1.67
γ60.29511.52
γ7-0.2718-2.01
γ80.24232.34
Estimation Period:
Jul 2, 2007 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts