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V-Lab

Stormtec Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.98% (+1.10%)
Analysis last updated: Friday, February 13, 2026 at 10:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Stormtec S0GARCH
paramt-stat
ω2.47343.87
α0.04931.13
β0.42371.68
γ18.60090.67
γ29.23370.44
γ3-37.1108-1.90
γ430.75741.67
γ5-7.5940-0.43
γ6-23.9839-1.17
γ737.89502.13
γ8-21.8514-2.30
Estimation Period:
Nov 20, 2023 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts