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V-Lab

Asenova Krepost AD Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:240.77% (-8.91%)
Analysis last updated: Wednesday, February 4, 2026 at 08:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Asenova Krepost AD SGARCH
paramt-stat
ω2.45195.53
α0.02662.12
β0.917418.65
γ10.54521.95
γ2-0.6926-1.52
γ30.23830.62
γ4-0.2276-0.63
γ50.37611.07
γ6-0.6196-1.61
γ70.56981.30
γ8-0.4859-0.94
γ90.70941.05
γ100.96830.63
Estimation Period:
May 7, 2008 to Jan 1, 2026
Impact of return on volatility tomorrow
Volatility Forecasts