V-Lab: Centuria Capital Group Zero Slope Spline-GARCH Volatility Analysis

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Centuria Capital Group Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:28.97% (+3.07%)

Analysis last updated: Saturday, December 13, 2025 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8839	4.54
$α$	0.1438	7.57
$β$	0.6902	17.19
$γ_{1}$	-0.2571	-2.70
$γ_{2}$	0.6745	4.72
$γ_{3}$	-0.8126	-6.98
$γ_{4}$	0.5225	5.24
$γ_{5}$	-0.1288	-1.38
$γ_{6}$	-0.0158	-0.15
$γ_{7}$	0.1214	1.23
$γ_{8}$	-0.2033	-2.62
$γ_{9}$	0.1253	2.40

Estimation Period:
Mar 27, 2002 to Dec 12, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts