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V-Lab

Federal Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.91% (+4.65%)
Analysis last updated: Sunday, February 8, 2026 at 03:17 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Federal Corp S0GARCH
paramt-stat
ω1.14277.28
α0.144310.03
β0.790741.13
γ1-0.0911-2.01
γ20.18652.62
γ3-0.1896-3.89
γ40.12382.53
γ5-0.0015-0.03
γ6-0.0887-1.82
γ70.07641.33
γ80.09941.51
γ9-0.2570-3.60
γ100.19693.56
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts