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V-Lab

Cafom Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:46.45% (+3.52%)
Analysis last updated: Friday, February 13, 2026 at 08:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Cafom S0GARCH
paramt-stat
ω2.61933.76
α0.27914.11
β0.00060.01
γ113.82033.93
γ2-19.7163-3.61
γ36.79491.59
γ4-1.7297-0.41
γ53.78520.90
γ6-7.2712-1.77
γ78.42932.16
γ8-2.8848-0.75
γ9-3.5762-1.22
Estimation Period:
Jun 15, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts