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V-Lab

Gl Events Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.34% (-0.07%)
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 SGARCH
paramt-stat
ω2.89714.29
α0.03131.58
β0.73146.27
γ12.97952.08
γ2-3.5809-1.74
γ32.43352.33
γ4-4.4152-4.48
γ54.25704.02
γ6-2.9744-3.34
γ72.48332.84
γ8-1.7922-1.74
γ91.60121.29
Estimation Period:
Mar 28, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts