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Ferrotec Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.50% (+2.91%)
Analysis last updated: Sunday, February 15, 2026 at 01:06 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ferrotec Corp S0GARCH
paramt-stat
ω0.96026.03
α0.08817.11
β0.828534.32
γ1-0.0841-2.00
γ20.02160.35
γ30.21205.44
γ4-0.2235-6.23
γ50.05831.37
γ60.06021.22
γ7-0.1052-2.26
γ80.09513.05
Estimation Period:
Nov 4, 1996 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts