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V-Lab

Gmb Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.53% (+0.19%)
Analysis last updated: Friday, February 13, 2026 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gmb Corp SGARCH
paramt-stat
ω1.04994.70
α0.19126.53
β0.713715.91
γ10.33791.74
γ2-0.5785-1.81
γ30.29241.36
γ4-0.1051-0.63
γ50.33611.83
γ6-0.6626-2.98
γ70.65733.01
γ8-0.3134-1.96
γ9-0.4761-1.91
Estimation Period:
Dec 23, 2004 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts