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Keyrus Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.30% (-1.92%)
Analysis last updated: Tuesday, February 10, 2026 at 08:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Keyrus S0GARCH
paramt-stat
ω1.55435.68
α0.14016.37
β0.775423.92
γ1-0.1450-1.35
γ20.08120.50
γ30.35432.77
γ4-0.6170-5.45
γ50.53925.15
γ6-0.2782-2.11
γ70.09010.63
γ8-0.0151-0.08
γ9-0.1192-0.63
γ100.19521.63
Estimation Period:
Jul 19, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts