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Chun YU Works & Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.30% (+1.08%)
Analysis last updated: Sunday, February 8, 2026 at 04:24 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chun YU Works & Co S0GARCH
paramt-stat
ω1.68695.49
α0.16718.38
β0.724821.85
γ10.06822.87
γ2-0.1015-3.09
γ30.03111.42
γ4-0.0063-0.26
γ50.04711.63
γ6-0.0551-1.81
γ70.01640.67
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts