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V-Lab

Gl Events Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.60% (-0.09%)
Analysis last updated: Saturday, February 14, 2026 at 12:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gl Events S0GARCH
paramt-stat
ω2.83134.24
α0.03281.64
β0.73306.30
γ12.87582.01
γ2-3.4319-1.66
γ32.35222.24
γ4-4.3426-4.34
γ54.17533.89
γ6-2.8556-3.19
γ72.25422.65
γ8-1.2570-1.38
γ90.17260.25
Estimation Period:
Mar 28, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts