Skip to main content
V-Lab

Ditas Dogan Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:103.76% (+30.08%)
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 SGARCH
paramt-stat
ω1.95786.34
α0.20889.41
β0.553812.73
γ10.07831.41
γ2-0.1610-1.99
γ30.15082.76
γ4-0.0573-1.04
γ5-0.0821-1.23
γ60.18712.63
γ7-0.1928-3.03
γ80.12872.05
γ9-0.1224-1.65
γ100.22652.40
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts