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Dari Couspate Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 6th, 2026:40.81% (-0.80%)
Analysis last updated: Thursday, January 8, 2026 at 05:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dari Couspate SGARCH
paramt-stat
ω0.53222.43
α0.25456.54
β0.33954.47
γ1-0.7274-1.79
γ20.86921.60
γ3-0.0437-0.16
γ4-0.4331-1.75
γ51.00473.82
γ6-1.5697-4.70
γ71.62064.17
γ8-0.7669-1.37
Estimation Period:
Jul 11, 2005 to Nov 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts