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V-Lab

E-Channelling Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.44% (+2.92%)
Analysis last updated: Sunday, February 8, 2026 at 02:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of E-Channelling S0GARCH
paramt-stat
ω0.68682.25
α0.17115.31
β0.60119.74
γ1-0.4641-0.54
γ20.52660.52
γ30.23050.56
γ4-0.7848-1.83
γ51.10752.45
γ6-1.0946-2.82
γ71.03042.92
γ8-1.5958-4.49
γ91.82884.46
γ10-0.9402-2.80
Estimation Period:
Feb 10, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts