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V-Lab

Demisas Dokum Emaye Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.97% (-5.78%)
Analysis last updated: Sunday, February 8, 2026 at 03:07 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Demisas Dokum Emaye SGARCH
paramt-stat
ω2.20154.93
α0.25348.77
β0.46989.65
γ10.07471.06
γ2-0.1552-1.55
γ30.23713.95
γ4-0.3015-5.39
γ50.21583.72
γ6-0.0022-0.04
γ7-0.1700-2.62
γ80.15302.27
γ9-0.1682-1.59
Estimation Period:
Jul 28, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts