Skip to main content
V-Lab

GMO Product Platform Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:69.14% (-30.79%)
Analysis last updated: Sunday, February 15, 2026 at 12:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of GMO Product Platform Inc S0GARCH
paramt-stat
ω1.81913.85
α0.27433.59
β0.36522.98
γ12.07982.31
γ2-3.5434-2.43
γ32.18761.94
γ4-0.2293-0.27
γ5-1.1036-1.79
γ60.95081.51
γ7-1.0874-1.18
γ81.46011.51
γ9-0.6979-0.73
γ10-0.2236-0.32
Estimation Period:
Oct 22, 2014 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts