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V-Lab

Creditex SAA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:4,239,921,173,795,570,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)
Analysis last updated: Thursday, December 18, 2025 at 12:52 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Creditex SAA S0GARCH
paramt-stat
ω3.719037,190,010.00
α0.20722,072,040.00
β0.76907,689,770.00
γ1120.30061,203,006,000.00
γ2-67.7183-677,182,900.00
γ3-456.4253-4,564,253,000.00
γ4299.38172,993,817,000.00
γ5519.51465,195,146,000.00
Estimation Period:
Jan 26, 1995 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts