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V-Lab

Nantex Industry Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.04% (-1.06%)
Analysis last updated: Sunday, February 8, 2026 at 03:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nantex Industry SGARCH
paramt-stat
ω0.81415.02
α0.10378.28
β0.827240.62
γ1-0.0299-0.44
γ20.01450.15
γ3-0.0552-0.91
γ40.22153.37
γ5-0.3094-3.42
γ60.27102.13
γ7-0.1928-1.61
γ80.19752.28
γ9-0.2641-2.54
γ100.29712.34
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts