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V-Lab

Eastnine AB Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.06% (+0.14%)
Analysis last updated: Sunday, February 8, 2026 at 03:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Eastnine AB SGARCH
paramt-stat
ω0.73224.57
α0.07814.44
β0.847226.39
γ1-0.4426-2.16
γ20.53921.81
γ3-0.0168-0.10
γ4-0.2936-1.68
γ50.35381.56
γ6-0.1004-0.42
γ70.16490.78
γ8-0.8104-3.00
γ91.37103.72
Estimation Period:
Nov 9, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts