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Changs Ascending Enterprise Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.88% (-0.94%)
Analysis last updated: Sunday, February 8, 2026 at 04:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Changs Ascending Enterprise SGARCH
paramt-stat
ω0.72956.35
α0.18078.15
β0.51528.60
γ1-0.6016-3.08
γ20.82962.74
γ3-0.3602-1.69
γ40.33171.97
γ5-0.4759-2.91
γ60.49072.74
γ7-0.2213-1.26
γ8-0.0935-0.49
γ90.09270.42
γ100.48851.58
Estimation Period:
Feb 13, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts