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Nantex Industry Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.85% (-1.17%)
Analysis last updated: Sunday, February 8, 2026 at 03:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nantex Industry S0GARCH
paramt-stat
ω0.83235.00
α0.10278.27
β0.832742.62
γ1-0.0224-0.32
γ20.00010.00
γ3-0.0386-0.61
γ40.20002.96
γ5-0.2852-3.08
γ60.24521.90
γ7-0.1645-1.35
γ80.15911.88
γ9-0.1966-2.17
γ100.14832.19
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts