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V-Lab

Canuma Capital Multiestrateg Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.31% (+6.33%)
Analysis last updated: Thursday, February 12, 2026 at 12:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Canuma Capital Multiestrateg SGARCH
paramt-stat
ω0.00002.50
α0.95981.20
β0.04010.05
γ1-811.7348-12.91
γ2976.92279.46
γ3-177.7687-2.85
γ4-22.4885-0.60
γ574.03062.06
γ6-80.4740-2.18
γ760.66151.56
γ8-33.8531-0.95
γ938.64041.12
γ10-47.5939-0.90
Estimation Period:
Oct 28, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts