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V-Lab

Geci International Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.17% (-0.34%)
Analysis last updated: Thursday, February 12, 2026 at 08:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Geci International SGARCH
paramt-stat
ω0.59132.04
α0.12804.82
β0.772017.92
γ1-0.6228-1.74
γ21.03242.10
γ3-0.6925-2.25
γ40.40051.38
γ50.05870.22
γ6-0.4933-1.74
γ70.51551.89
γ8-0.1985-0.70
γ9-0.1483-0.47
γ10-0.0623-0.18
Estimation Period:
May 10, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts