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V-Lab

Caplin Point Laboratories Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:37.30% (-1.70%)
Analysis last updated: Saturday, February 14, 2026 at 11:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caplin Point Laboratories S0GARCH
paramt-stat
ω1.10768.60
α0.18665.85
β0.57778.79
γ10.19211.29
γ2-0.2951-1.05
γ30.02180.07
γ40.27611.07
γ5-0.4344-2.55
γ60.46073.61
γ7-0.3032-3.62
Estimation Period:
May 4, 2011 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts