V-Lab: Adocia Zero Slope Spline-GARCH Volatility Analysis

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Adocia Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:75.90% (-6.06%)

Analysis last updated: Tuesday, February 10, 2026 at 08:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5455	3.01
$α$	0.2183	4.66
$β$	0.6383	9.70
$γ_{1}$	0.0026	0.00
$γ_{2}$	-0.6478	-0.80
$γ_{3}$	0.8169	1.81
$γ_{4}$	0.0003	0.00
$γ_{5}$	0.1919	0.29
$γ_{6}$	-1.2782	-1.42
$γ_{7}$	1.7927	1.83
$γ_{8}$	-1.2617	-1.60
$γ_{9}$	0.4774	0.81
$γ_{10}$	-0.1668	-0.40

Estimation Period:
Feb 17, 2012 to Feb 6, 2026

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts