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V-Lab

Uniform Industrial Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.04% (-0.73%)
Analysis last updated: Sunday, February 8, 2026 at 02:49 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Uniform Industrial S0GARCH
paramt-stat
ω1.63068.37
α0.13578.15
β0.682716.98
γ1-0.0016-0.02
γ20.21741.75
γ3-0.4285-4.83
γ40.24422.82
γ50.12901.37
γ6-0.4589-4.41
γ70.58865.02
γ8-0.2769-2.13
γ9-0.2086-1.71
γ100.27593.45
Estimation Period:
Sep 18, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts