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V-Lab

E-Channelling Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.23% (-1.88%)
Analysis last updated: Wednesday, February 11, 2026 at 11:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of E-Channelling SGARCH
paramt-stat
ω0.68222.26
α0.17165.33
β0.59759.66
γ1-0.4750-0.56
γ20.53880.54
γ30.23450.57
γ4-0.7985-1.88
γ51.12332.50
γ6-1.1029-2.85
γ71.01742.86
γ8-1.5386-4.07
γ91.66353.36
γ10-0.4359-0.67
Estimation Period:
Feb 10, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts