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V-Lab

Kayac Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.33% (+5.10%)
Analysis last updated: Sunday, February 15, 2026 at 12:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kayac Inc S0GARCH
paramt-stat
ω2.48554.44
α0.31954.68
β0.42345.51
γ11.42943.11
γ2-2.2113-3.36
γ31.19062.47
γ4-0.1237-0.24
γ5-1.0707-1.58
γ61.79102.19
γ7-1.8437-2.33
γ81.18791.58
γ9-0.3676-0.70
Estimation Period:
Dec 29, 2014 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts