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Munic S A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:80.68% (-6.00%)
Analysis last updated: Wednesday, February 11, 2026 at 08:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Munic S A S0GARCH
paramt-stat
ω1.57692.59
α0.32392.89
β0.48524.62
γ14.87031.17
γ2-10.8023-1.45
γ312.88752.02
γ4-12.2611-2.49
γ57.75741.68
γ6-1.0280-0.25
γ7-4.3545-1.19
γ85.19121.15
γ9-3.3419-0.74
γ101.09140.38
Estimation Period:
Feb 10, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts