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V-Lab

Dynamic Portfolio Management Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.94% (+4.90%)
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 SGARCH
paramt-stat
ω0.68633.19
α0.21688.93
β0.655615.22
γ1-1.0909-1.88
γ21.76092.07
γ3-0.6643-1.09
γ4-0.3035-0.46
γ50.23230.35
γ60.54970.91
γ7-0.9983-1.78
γ80.93901.74
γ9-0.5391-1.04
γ100.08960.15
Estimation Period:
Mar 16, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts