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V-Lab

Dundee Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:74.13% (-2.13%)
Analysis last updated: Saturday, February 7, 2026 at 01:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dundee Corp SGARCH
paramt-stat
ω1.52926.36
α0.10008.90
β0.844546.42
γ10.07771.70
γ2-0.0609-0.86
γ3-0.1037-2.11
γ40.23525.03
γ5-0.3263-4.98
γ60.35393.85
γ7-0.2852-3.24
γ80.15342.36
γ9-0.0316-0.44
Estimation Period:
Oct 30, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts