Skip to main content
V-Lab

Caspian Corporate Services Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.15% (+0.57%)
Analysis last updated: Thursday, February 12, 2026 at 08:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caspian Corporate Services S0GARCH
paramt-stat
ω0.42582.02
α0.23145.85
β0.59307.60
γ1-1.3978-1.35
γ22.01241.26
γ3-0.9235-0.68
γ40.98980.70
γ5-1.6384-1.14
γ62.57631.75
γ7-3.1053-2.76
γ81.87312.97
γ9-0.4311-0.84
γ100.05900.14
Estimation Period:
Jan 10, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts