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V-Lab

Trade-Van Information Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.65% (-0.17%)
Analysis last updated: Sunday, February 8, 2026 at 03:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Trade-Van Information S0GARCH
paramt-stat
ω1.42403.15
α0.15816.57
β0.745818.90
γ10.25391.28
γ2-0.4259-1.36
γ30.09050.31
γ40.29641.04
γ5-0.4316-1.94
γ60.32361.62
γ7-0.0283-0.13
γ8-0.1972-0.86
γ90.19640.94
γ10-0.0974-0.68
Estimation Period:
Sep 2, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts