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V-Lab

Farcent Enterprise Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.43% (-0.27%)
Analysis last updated: Sunday, February 8, 2026 at 02:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Farcent Enterprise S0GARCH
paramt-stat
ω2.02335.45
α0.20527.96
β0.680419.82
γ1-0.0034-0.03
γ20.19380.98
γ3-0.3657-2.31
γ40.20301.36
γ50.08450.64
γ6-0.4278-3.10
γ70.85465.62
γ8-1.1362-6.19
γ91.03204.35
γ10-0.5670-2.99
Estimation Period:
Feb 15, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts