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V-Lab

Fermentalg Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.64% (-3.13%)
Analysis last updated: Saturday, February 14, 2026 at 09:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fermentalg S0GARCH
paramt-stat
ω1.05552.86
α0.18685.16
β0.52206.52
γ11.15602.13
γ2-1.3944-1.71
γ3-0.0168-0.03
γ40.99531.83
γ5-1.6688-3.27
γ61.16412.37
γ70.38210.77
γ8-1.4096-3.01
γ91.10882.99
Estimation Period:
Apr 16, 2014 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts