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Chernomorski Hldg Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:143.15% (-0.57%)
Analysis last updated: Friday, February 13, 2026 at 07:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chernomorski Hldg SGARCH
paramt-stat
ω5.66604.45
α0.08752.38
β0.28071.11
γ11.18673.08
γ2-1.2541-2.00
γ3-0.4975-1.08
γ41.53995.09
γ5-1.4456-3.61
γ60.34960.72
γ70.43741.06
γ8-0.6178-1.69
γ90.76991.39
Estimation Period:
Nov 20, 2006 to Jan 1, 2026
Impact of return on volatility tomorrow
Volatility Forecasts