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Klaveness Combination Carrie Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.08% (-1.13%)
Analysis last updated: Saturday, February 7, 2026 at 09:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Klaveness Combination Carrie S0GARCH
paramt-stat
ω0.82732.35
α0.13174.60
β0.769715.87
γ1-0.2889-0.22
γ2-0.9466-0.50
γ32.91142.76
γ4-3.1702-3.57
γ53.25903.38
γ6-3.6175-3.80
γ72.67663.99
Estimation Period:
Jun 4, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts