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V-Lab

Jde Peet'S Nv Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:8.64% (0.00%)
Analysis last updated: Sunday, February 15, 2026 at 03:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Jde Peet'S Nv S0GARCH
paramt-stat
ω1.20513.74
α0.00000.00
β0.97513.83
γ1-2.8361-0.41
γ27.93090.76
γ3-8.6145-1.43
γ42.71580.56
γ52.43070.55
γ6-0.1108-0.03
γ7-2.6213-0.71
γ82.46520.47
γ9-8.1754-1.49
γ1011.70974.38
Estimation Period:
Oct 5, 2020 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts