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V-Lab

Capital Management Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:964.25% (+159.21%)
Analysis last updated: Saturday, January 17, 2026 at 08:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Capital Management S0GARCH
paramt-stat
ω1.38733.75
α0.60184.67
β0.39623.07
γ1-1.0578-1.32
γ2-0.0741-0.06
γ33.10053.21
γ4-3.8354-3.11
γ53.38082.74
γ6-2.0299-1.66
γ70.40610.38
γ8-1.0673-1.04
γ94.52243.12
γ10-5.4561-3.90
Estimation Period:
Oct 24, 2012 to Jan 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts