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Arab Sea Information System Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.80% (-0.05%)
Analysis last updated: Tuesday, February 17, 2026 at 10:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Arab Sea Information System S0GARCH
paramt-stat
ω0.86133.88
α0.11724.59
β0.779016.30
γ1-0.2796-0.69
γ20.74801.06
γ3-1.2540-2.13
γ41.34672.77
γ5-0.7496-1.66
γ60.19040.41
γ70.05400.16
Estimation Period:
Mar 15, 2017 to Feb 12, 2026
Impact of return on volatility tomorrow
Volatility Forecasts