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V-Lab

Catana Group Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.49% (-2.77%)
Analysis last updated: Friday, February 13, 2026 at 08:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Catana Group SGARCH
paramt-stat
ω1.18555.19
α0.15145.65
β0.771421.64
γ10.93574.89
γ2-1.4949-4.41
γ30.58942.16
γ40.16080.80
γ5-0.2695-1.72
γ60.07550.45
γ7-0.0351-0.20
γ80.10760.63
γ9-0.0884-0.43
Estimation Period:
May 17, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts