V-Lab: Abacus Group Zero Slope Spline-GARCH Volatility Analysis

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Abacus Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:23.68% (+0.06%)

Analysis last updated: Friday, December 12, 2025 at 07:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7670	3.95
$α$	0.0726	6.91
$β$	0.9005	57.11
$γ_{1}$	0.1868	3.05
$γ_{2}$	-0.3297	-3.69
$γ_{3}$	0.1915	3.58
$γ_{4}$	-0.0481	-1.05
$γ_{5}$	0.0213	0.51
$γ_{6}$	-0.0434	-1.42

Estimation Period:
Nov 14, 2002 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts