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Ditas Dogan Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:91.84% (+35.48%)
Analysis last updated: Sunday, February 8, 2026 at 03:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ditas Dogan S0GARCH
paramt-stat
ω1.87045.88
α0.20589.50
β0.564513.33
γ10.04970.85
γ2-0.1160-1.37
γ30.12432.21
γ4-0.0446-0.80
γ5-0.0804-1.20
γ60.17292.43
γ7-0.1678-2.65
γ80.08661.46
γ9-0.0361-0.59
γ100.00770.17
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts