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V-Lab

Capital Management Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:775.05% (+168.87%)
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 SGARCH
paramt-stat
ω1.15222.91
α0.30616.36
β0.693014.33
γ1-1.4185-1.25
γ20.16020.10
γ33.72652.49
γ4-4.6854-2.54
γ53.78952.40
γ6-1.9379-1.52
γ7-0.2007-0.19
γ80.59450.54
γ9-0.5131-0.33
γ106.25432.11
Estimation Period:
Oct 24, 2012 to Jan 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts