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Ac Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.55% (-0.70%)
Analysis last updated: Friday, February 13, 2026 at 10:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ac Sa S0GARCH
paramt-stat
ω1.29365.96
α0.09604.23
β0.64907.39
γ10.30391.75
γ2-0.4249-1.53
γ3-0.0038-0.02
γ40.44652.20
γ5-0.6595-3.71
γ60.61824.04
γ7-0.5047-3.72
γ80.32633.01
Estimation Period:
Aug 11, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts