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Albena AD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:165.32% (-7.91%)
Analysis last updated: Tuesday, February 10, 2026 at 07:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Albena AD S0GARCH
paramt-stat
ω1.50673.01
α0.07236.02
β0.906532.04
γ1-0.1036-0.30
γ20.00810.01
γ30.43941.03
γ4-0.7010-1.74
γ50.47401.21
γ6-0.0755-0.23
γ70.14540.42
γ8-0.7461-1.31
γ91.27931.27
γ10-1.0640-1.10
Estimation Period:
Nov 14, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts