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V-Lab

Geci International Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.41% (-0.35%)
Analysis last updated: Wednesday, February 11, 2026 at 08:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Geci International S0GARCH
paramt-stat
ω0.61242.03
α0.12554.87
β0.786519.94
γ1-0.5959-1.63
γ20.99461.98
γ3-0.6834-2.14
γ40.41251.37
γ50.03480.13
γ6-0.4637-1.60
γ70.48161.74
γ8-0.1495-0.53
γ9-0.2871-0.97
γ100.43162.21
Estimation Period:
May 10, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts