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V-Lab

Oulmes Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:48.40% (-1.95%)
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 SGARCH
paramt-stat
ω0.08170.95
α0.08393.24
β0.874518.75
γ1-1.4074-0.92
γ21.37410.70
γ30.08390.13
γ4-0.3283-0.68
γ50.92341.54
γ6-1.9328-2.95
γ72.37283.69
γ8-1.3255-2.04
γ90.62720.81
Estimation Period:
Jul 1, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts