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Delta Group Nyrt Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.24% (-1.27%)
Analysis last updated: Saturday, February 7, 2026 at 10:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Delta Group Nyrt S0GARCH
paramt-stat
ω1.14364.45
α0.17824.08
β0.68816.50
γ1-0.6652-1.00
γ21.93501.79
γ3-2.7480-2.64
γ41.95121.92
γ5-0.7534-0.86
γ61.04321.31
γ7-1.6264-2.13
γ81.50111.65
γ9-0.1079-0.09
γ10-1.1725-0.97
Estimation Period:
Jan 22, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts