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V-Lab

N Citron Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:59.97% (-0.03%)
Analysis last updated: Friday, February 13, 2026 at 10:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of N Citron Inc S0GARCH
paramt-stat
ω2.10335.86
α0.18125.27
β0.576910.35
γ10.70612.33
γ2-1.0547-2.31
γ30.76492.62
γ4-0.7767-2.71
γ50.67012.38
γ6-0.4927-1.45
γ70.20330.49
γ8-0.2430-0.66
γ90.63141.83
γ10-0.5882-1.97
Estimation Period:
Mar 31, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts