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V-Lab

Albena AD Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:114.26% (-3.35%)
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 SGARCH
paramt-stat
ω1.25852.38
α0.12895.15
β0.684612.29
γ1-0.2017-0.62
γ20.16610.39
γ30.31591.34
γ4-0.5740-2.72
γ50.39601.93
γ6-0.0616-0.32
γ70.00180.01
γ8-0.1149-0.50
γ9-0.1651-0.56
γ101.59812.13
Estimation Period:
Nov 14, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts