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V-Lab

Aval Data Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:50.90% (+11.67%)
Analysis last updated: Sunday, February 15, 2026 at 01:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aval Data Corp S0GARCH
paramt-stat
ω1.27605.61
α0.11916.02
β0.708617.49
γ10.10681.62
γ2-0.1580-1.67
γ30.00040.01
γ40.16913.39
γ5-0.2609-4.19
γ60.29604.68
γ7-0.2344-4.36
γ80.06631.21
γ90.04970.93
γ10-0.0445-1.10
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts