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V-Lab

Bilendi Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.20% (-3.79%)
Analysis last updated: Wednesday, February 11, 2026 at 08:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bilendi S0GARCH
paramt-stat
ω1.43595.73
α0.26116.54
β0.554610.76
γ10.28451.47
γ2-0.5929-1.71
γ30.59191.67
γ4-0.4482-0.91
γ50.34080.65
γ6-0.3478-1.07
γ70.32331.70
γ8-0.2785-1.49
γ90.17130.99
γ10-0.0482-0.39
Estimation Period:
Jul 5, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts