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V-Lab

Synthetic MR AB Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:97.01% (-15.61%)
Analysis last updated: Saturday, February 7, 2026 at 10:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Synthetic MR AB SGARCH
paramt-stat
ω2.054420,543,570.00
α0.49604,959,990.00
β0.50125,011,800.00
γ1-947.5915-9,475,915,000.00
γ2776.87437,768,743,000.00
γ3968.36979,683,697,000.00
γ4283.72472,837,247,000.00
γ5-590.9346-5,909,346,000.00
γ6-1,019.5690-10,195,690,000.00
γ7-320.2658-3,202,658,000.00
γ8613.64566,136,456,000.00
γ9529.86235,298,623,000.00
Estimation Period:
Jul 21, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts