Skip to main content
V-Lab

Central Depository Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.28% (-0.80%)
Analysis last updated: Friday, February 13, 2026 at 09:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Central Depository S0GARCH
paramt-stat
ω1.21833.85
α0.08303.30
β0.70668.35
γ10.15810.19
γ20.87000.73
γ3-1.8421-2.11
γ40.85551.03
γ5-0.4854-0.70
γ61.88522.89
γ7-2.8598-4.35
γ81.91244.03
Estimation Period:
Jun 30, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts