Skip to main content
V-Lab

Delta Group Nyrt Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:126.51% (-0.78%)
Analysis last updated: Saturday, February 7, 2026 at 10:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Delta Group Nyrt SGARCH
paramt-stat
ω1.13164.39
α0.18174.07
β0.68406.35
γ1-0.7384-1.11
γ22.06141.90
γ3-2.8506-2.74
γ42.05532.02
γ5-0.8849-1.01
γ61.24621.57
γ7-2.0097-2.72
γ82.31182.86
γ9-1.8430-2.03
γ102.71881.58
Estimation Period:
Jan 22, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts