V-Lab: Adocia Spline-GARCH Volatility Analysis

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V-Lab

Adocia Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:74.58% (-6.16%)

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
$ω$	0.5491	3.02
$α$	0.2184	4.68
$β$	0.6397	9.77
$γ_{1}$	0.0222	0.03
$γ_{2}$	-0.6805	-0.83
$γ_{3}$	0.8397	1.86
$γ_{4}$	-0.0173	-0.03
$γ_{5}$	0.2073	0.32
$γ_{6}$	-1.2938	-1.44
$γ_{7}$	1.8094	1.83
$γ_{8}$	-1.2810	-1.57
$γ_{9}$	0.5060	0.75
$γ_{10}$	-0.2293	-0.32

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

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