Skip to main content
V-Lab

Demisas Dokum Emaye Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.40% (-5.06%)
Analysis last updated: Sunday, February 8, 2026 at 03:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Demisas Dokum Emaye S0GARCH
paramt-stat
ω2.13984.78
α0.24878.73
β0.48389.99
γ10.05760.80
γ2-0.1272-1.24
γ30.21693.55
γ4-0.2853-5.03
γ50.20593.53
γ6-0.0034-0.05
γ7-0.1482-2.35
γ80.09041.61
γ90.00360.10
Estimation Period:
Jul 28, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts