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V-Lab

Green River Holding Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.07% (-1.69%)
Analysis last updated: Sunday, February 8, 2026 at 04:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Green River Holding S0GARCH
paramt-stat
ω1.11303.84
α0.28076.01
β0.42725.93
γ10.20650.35
γ2-0.7286-0.83
γ31.16372.20
γ4-0.6407-1.37
γ5-0.4347-0.81
γ60.81581.40
γ7-0.8233-1.64
γ81.19442.81
γ9-1.2334-4.04
Estimation Period:
Aug 25, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts