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V-Lab

Sporton International Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.45% (-2.31%)
Analysis last updated: Sunday, February 8, 2026 at 04:41 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sporton International S0GARCH
paramt-stat
ω0.69816.36
α0.12897.57
β0.717920.37
γ1-0.2601-3.06
γ20.32942.58
γ3-0.1741-1.85
γ40.35783.64
γ5-0.5766-5.85
γ60.58326.26
γ7-0.3713-4.10
γ80.13321.57
γ9-0.0277-0.43
Estimation Period:
Sep 2, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts