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V-Lab

Cic39 Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.81% (+0.83%)
Analysis last updated: Sunday, February 15, 2026 at 03:51 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cic39 Corp S0GARCH
paramt-stat
ω0.70284.14
α0.18626.36
β0.56597.90
γ1-1.4440-3.18
γ22.44683.89
γ3-1.8041-4.72
γ41.10172.93
γ5-0.2561-0.69
γ60.02230.05
γ7-0.2870-0.65
γ8-0.2004-0.47
γ91.41032.49
γ10-1.4399-2.83
Estimation Period:
May 8, 2013 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts