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Alexander Stamps A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:61.76% (+13.22%)
Analysis last updated: Tuesday, February 10, 2026 at 09:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alexander Stamps A S0GARCH
paramt-stat
ω1.11222.29
α0.291213.90
β0.651325.65
γ1-3.8363-2.61
γ210.14025.29
γ3-10.8401-16.59
γ46.24104.68
γ5-2.5760-2.14
γ61.35991.78
γ7-0.8716-1.54
γ80.68981.25
γ9-0.3081-0.58
γ10-0.0960-0.25
Estimation Period:
Nov 7, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts