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V-Lab

Sporton International Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.47% (-2.03%)
Analysis last updated: Tuesday, February 10, 2026 at 11:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sporton International SGARCH
paramt-stat
ω0.68216.28
α0.12837.55
β0.718020.21
γ1-0.2799-3.31
γ20.36142.85
γ3-0.1966-2.09
γ40.37713.82
γ5-0.5943-6.01
γ60.60216.45
γ7-0.3972-4.31
γ80.17981.87
γ9-0.1388-1.02
Estimation Period:
Sep 2, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts