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Datamatics Global Services Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.53% (-3.94%)
Analysis last updated: Saturday, February 7, 2026 at 11:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Datamatics Global Services S0GARCH
paramt-stat
ω0.97324.97
α0.10745.74
β0.737416.30
γ10.16101.52
γ2-0.4015-2.68
γ30.52576.25
γ4-0.4737-6.23
γ50.23983.08
γ6-0.0307-0.39
γ7-0.0663-0.88
γ80.07051.20
Estimation Period:
Sep 1, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts