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V-Lab

Trade-Van Information Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.41% (-0.18%)
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 SGARCH
paramt-stat
ω1.34243.41
α0.14216.48
β0.778922.63
γ10.15641.29
γ2-0.3754-2.30
γ30.37764.22
γ4-0.2715-2.35
γ50.18181.56
γ6-0.0367-0.34
γ7-0.1119-0.92
γ80.20671.36
Estimation Period:
Sep 2, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts