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Dewan Farooque Spinning Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:61.93% (-3.84%)
Analysis last updated: Thursday, February 5, 2026 at 10:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dewan Farooque Spinning S0GARCH
paramt-stat
ω3.30153.04
α0.11505.18
β0.779916.46
γ11.20214.03
γ2-1.5982-3.80
γ30.59502.17
γ4-0.2009-0.78
γ5-0.1094-0.43
γ60.13020.55
γ70.00490.02
γ8-0.0113-0.06
Estimation Period:
May 2, 2012 to Feb 4, 2026
Impact of return on volatility tomorrow
Volatility Forecasts