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Tai Roun Products Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.32% (-0.57%)
Analysis last updated: Wednesday, February 11, 2026 at 11:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tai Roun Products S0GARCH
paramt-stat
ω1.14156.48
α0.16819.25
β0.733525.57
γ1-0.0216-0.77
γ20.03070.74
γ3-0.0134-0.52
γ4-0.0411-1.68
γ50.11103.77
γ6-0.0743-2.44
γ7-0.0015-0.07
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts