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V-Lab

Burcelik Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:71.43% (+9.30%)
Analysis last updated: Sunday, February 15, 2026 at 03:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Burcelik S0GARCH
paramt-stat
ω1.49704.23
α0.213611.28
β0.621219.78
γ10.10622.17
γ2-0.2120-3.10
γ30.19614.37
γ4-0.1415-3.22
γ50.06831.46
γ60.00160.03
γ7-0.0275-0.57
γ80.00340.11
Estimation Period:
Dec 30, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts