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V-Lab

Apg Sga Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.06% (-0.83%)
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 SGARCH
paramt-stat
ω1.26818.02
α0.17558.26
β0.601913.53
γ10.13342.55
γ2-0.1791-2.05
γ30.01450.19
γ40.14912.78
γ5-0.3130-7.28
γ60.32885.79
γ7-0.1764-1.98
γ80.14081.34
γ9-0.2654-3.05
γ100.31653.55
Estimation Period:
Jul 6, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts