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Dno Asa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.07% (+0.06%)
Analysis last updated: Sunday, February 8, 2026 at 01:59 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dno Asa S0GARCH
paramt-stat
ω0.91845.44
α0.08648.00
β0.868350.11
γ1-0.0674-1.88
γ20.04850.89
γ30.09602.35
γ4-0.1383-3.75
γ50.06841.57
γ60.01510.28
γ7-0.0465-1.01
γ80.03701.37
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts