Skip to main content
V-Lab

Faber Company Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.41% (-2.19%)
Analysis last updated: Friday, February 13, 2026 at 09:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Faber Company Inc S0GARCH
paramt-stat
ω2.43272.88
α0.14862.10
β0.23230.93
γ12.75810.13
γ24.41610.14
γ37.17030.27
γ4-47.4889-1.82
γ586.09763.59
γ6-98.8492-4.78
γ762.49974.66
Estimation Period:
Jul 31, 2024 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts