Skip to main content
V-Lab

Oulmes Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.63% (-2.17%)
Analysis last updated: Tuesday, February 10, 2026 at 10:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Oulmes S0GARCH
paramt-stat
ω0.08260.95
α0.08633.23
β0.872418.44
γ1-1.4110-0.93
γ21.37820.71
γ30.08290.13
γ4-0.3232-0.66
γ50.90221.49
γ6-1.8744-2.85
γ72.25213.53
γ8-1.0891-1.74
γ9-0.0417-0.10
Estimation Period:
Jul 1, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts