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V-Lab

Pou Chen Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.33% (-0.56%)
Analysis last updated: Sunday, February 8, 2026 at 02:52 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pou Chen S0GARCH
paramt-stat
ω0.90583.47
α0.13416.12
β0.703618.08
γ10.02860.37
γ2-0.0592-0.53
γ3-0.0412-0.55
γ40.19422.51
γ5-0.2575-3.78
γ60.27865.35
γ7-0.2721-5.47
γ80.22034.60
γ9-0.1265-2.45
γ100.04150.86
Estimation Period:
Jun 18, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts