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V-Lab

Baikowski SAS Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.90% (-5.13%)
Analysis last updated: Saturday, February 14, 2026 at 09:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Baikowski SAS S0GARCH
paramt-stat
ω34.35780.00
α0.25440.67
β0.74551.91
γ11,497.158076.42
γ2-2,256.8700-56.88
γ3902.29737.01
γ4-146.5449-0.36
γ510.81530.02
γ636.75530.07
γ7-44.0642-0.16
γ86.22760.08
γ9-24.8458-0.40
γ1025.35130.35
Estimation Period:
Jun 7, 2019 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts