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V-Lab

GMO Product Platform Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:57.59% (-3.54%)
Analysis last updated: Tuesday, February 17, 2026 at 09:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of GMO Product Platform Inc SGARCH
paramt-stat
ω1.49423.74
α0.25113.53
β0.42773.48
γ11.10421.81
γ2-2.1364-2.29
γ31.79362.20
γ4-0.5078-0.68
γ5-0.8935-1.17
γ61.00671.45
γ7-1.0084-1.68
γ81.97322.54
γ9-3.4841-3.45
Estimation Period:
Oct 22, 2014 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts