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V-Lab

Ninety ONE Group Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.56% (-7.34%)
Analysis last updated: Tuesday, February 17, 2026 at 08:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Ninety ONE Group SGARCH
paramt-stat
ω10.81642.88
α0.671619.76
β0.327210.28
γ10.19080.01
γ23.32740.13
γ3-17.7052-0.38
γ4-134.0151-1.46
γ5548.65936.31
γ6-787.8713-16.42
γ7603.652712.58
γ8-288.3521-7.78
γ974.91204.57
γ10-9.7612-0.61
Estimation Period:
Jan 7, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts