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HF Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.29% (+0.02%)
Analysis last updated: Tuesday, February 10, 2026 at 08:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HF Co S0GARCH
paramt-stat
ω1.92194.06
α0.16875.53
β0.614811.11
γ10.09061.77
γ2-0.1194-1.60
γ30.05050.81
γ4-0.0219-0.34
γ5-0.0520-0.78
γ60.14012.01
γ7-0.1467-1.86
γ80.07611.06
Estimation Period:
Oct 14, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts