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Apg Sga Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.22% (-0.94%)
Analysis last updated: Sunday, February 15, 2026 at 03:50 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Apg Sga Sa S0GARCH
paramt-stat
ω1.20997.72
α0.17298.26
β0.609213.84
γ10.10852.06
γ2-0.1435-1.65
γ30.00190.02
γ40.14582.72
γ5-0.2987-6.89
γ60.31025.40
γ7-0.1566-1.73
γ80.11541.11
γ9-0.2194-2.78
γ100.20354.40
Estimation Period:
Jul 6, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts