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V-Lab

Cbrain A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.53% (+4.68%)
Analysis last updated: Thursday, February 12, 2026 at 08:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Cbrain A/S SGARCH
paramt-stat
ω0.90136.46
α0.09131.68
β0.00000.00
γ1-10.0865-1.55
γ219.89981.79
γ3-12.2461-1.33
γ4-1.2466-0.18
γ55.40690.67
γ6-4.0667-0.41
γ713.32111.31
γ8-29.0840-2.08
γ936.01112.11
γ10-34.9390-1.64
Estimation Period:
Aug 23, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts