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V-Lab

Forval Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.61% (-0.26%)
Analysis last updated: Friday, February 13, 2026 at 09:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Forval Corp S0GARCH
paramt-stat
ω1.54154.00
α0.20929.58
β0.646622.54
γ10.11631.26
γ2-0.1604-1.15
γ30.00170.01
γ40.12581.17
γ5-0.1528-1.61
γ60.09610.90
γ7-0.0497-0.50
γ80.09251.11
γ9-0.1363-2.19
γ100.09262.61
Estimation Period:
Jan 20, 1995 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts