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WITS Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.78% (-1.01%)
Analysis last updated: Saturday, February 14, 2026 at 01:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of WITS Corp S0GARCH
paramt-stat
ω1.29164.17
α0.19045.08
β0.648212.01
γ10.46491.74
γ2-0.6889-1.69
γ30.19740.79
γ40.37701.88
γ5-0.8856-4.66
γ60.90725.23
γ7-0.4886-2.79
γ80.13441.03
Estimation Period:
Jun 25, 2010 to Feb 11, 2026
Impact of return on volatility tomorrow
Volatility Forecasts