Skip to main content
V-Lab

Averbuch Formica Centre Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:57.75% (-2.08%)
Analysis last updated: Friday, February 13, 2026 at 09:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Averbuch Formica Centre SGARCH
paramt-stat
ω2.60725.84
α0.11536.14
β0.799423.44
γ10.13780.94
γ2-0.0209-0.08
γ3-0.3756-1.80
γ40.65833.68
γ5-0.6658-4.29
γ60.45663.57
γ7-0.5155-4.21
γ80.74785.22
γ9-0.6685-3.13
Estimation Period:
May 31, 2008 to Feb 12, 2026
Impact of return on volatility tomorrow
Volatility Forecasts