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V-Lab

Hfr Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:85.83% (-4.95%)
Analysis last updated: Friday, February 13, 2026 at 10:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Hfr Inc SGARCH
paramt-stat
ω1.09572.60
α0.17242.65
β0.22061.38
γ1-2.8055-0.96
γ24.49181.11
γ3-3.3422-1.81
γ44.03862.84
γ5-4.5334-3.18
γ64.17683.03
γ7-4.9901-3.58
γ86.76745.00
γ9-6.7917-5.03
γ106.05412.83
Estimation Period:
Nov 5, 2018 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts