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Salomon A. Angel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:49.27% (-2.94%)
Analysis last updated: Sunday, February 15, 2026 at 12:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Salomon A. Angel S0GARCH
paramt-stat
ω0.83874.14
α0.08754.04
β0.779315.14
γ1-0.3454-1.52
γ20.37751.14
γ30.01730.08
γ4-0.0160-0.07
γ5-0.0969-0.46
γ60.11230.55
γ7-0.2513-1.20
γ80.58203.08
γ9-0.5760-4.46
Estimation Period:
Jun 5, 2010 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts