Skip to main content
V-Lab

Claranova Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:164.59% (-11.44%)
Analysis last updated: Tuesday, February 17, 2026 at 08:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Claranova S0GARCH
paramt-stat
ω0.45092.04
α0.15935.42
β0.637211.22
γ1-1.2871-2.59
γ21.61962.06
γ30.17310.32
γ4-1.1943-3.08
γ50.72531.80
γ60.22540.39
γ7-0.4256-0.47
γ80.33490.34
γ9-0.1906-0.29
γ10-0.0435-0.15
Estimation Period:
Aug 9, 2010 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts