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Encres Dubuit Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.34% (+0.17%)
Analysis last updated: Wednesday, February 11, 2026 at 08:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Encres Dubuit SGARCH
paramt-stat
ω1.27046.47
α0.08224.42
β0.733210.55
γ1-0.0601-0.64
γ20.07990.56
γ30.12220.99
γ4-0.3055-2.10
γ50.31842.23
γ6-0.3312-2.76
γ70.27462.12
γ8-0.1366-0.87
γ90.11110.73
γ10-0.1524-0.95
Estimation Period:
Mar 6, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts