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V-Lab

Farcent Enterprise Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.85% (-0.32%)
Analysis last updated: Sunday, February 8, 2026 at 02:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Farcent Enterprise SGARCH
paramt-stat
ω1.95735.30
α0.20408.02
β0.682720.11
γ1-0.0264-0.20
γ20.22931.16
γ3-0.3862-2.44
γ40.21271.43
γ50.08720.66
γ6-0.4411-3.20
γ70.87765.81
γ8-1.1760-6.63
γ91.10944.85
γ10-0.7449-3.42
Estimation Period:
Feb 15, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts