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V-Lab

Federal Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.04% (+4.01%)
Analysis last updated: Sunday, February 8, 2026 at 03:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Federal Corp SGARCH
paramt-stat
ω1.07426.90
α0.14799.92
β0.782839.40
γ1-0.1238-2.80
γ20.23973.44
γ3-0.2244-4.69
γ40.14613.07
γ5-0.0129-0.26
γ6-0.0846-1.77
γ70.07231.28
γ80.11251.69
γ9-0.2905-3.83
γ100.29113.03
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts