Skip to main content
V-Lab

Solomon Data International Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:47.84% (-1.73%)
Analysis last updated: Saturday, February 7, 2026 at 01:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Solomon Data International S0GARCH
paramt-stat
ω0.93587.27
α0.21359.99
β0.582313.04
γ10.06210.67
γ2-0.2684-2.02
γ30.29273.18
γ4-0.1269-1.20
γ50.25091.86
γ6-0.4826-3.21
γ70.50443.60
γ8-0.3320-2.54
γ90.09641.14
Estimation Period:
Sep 12, 2006 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts