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V-Lab

Dynamic Portfolio Management Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.62% (+5.04%)
Analysis last updated: Saturday, February 7, 2026 at 11:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dynamic Portfolio Management S0GARCH
paramt-stat
ω0.69513.21
α0.21668.93
β0.656515.29
γ1-1.0602-1.83
γ21.71542.02
γ3-0.6421-1.05
γ4-0.3133-0.47
γ50.23650.36
γ60.54390.90
γ7-0.9864-1.76
γ80.91561.73
γ9-0.4882-1.05
γ10-0.0493-0.18
Estimation Period:
Mar 16, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts