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V-Lab

Emka AD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:58.14% (-2.85%)
Analysis last updated: Saturday, February 7, 2026 at 08:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Emka AD S0GARCH
paramt-stat
ω0.82643.47
α0.06644.30
β0.841421.50
γ1-0.5148-2.73
γ20.56892.19
γ3-0.0224-0.11
γ4-0.1030-0.48
γ50.23141.13
γ6-0.2160-0.74
γ70.17930.50
γ8-0.4835-1.35
γ90.78531.46
γ10-0.6162-1.09
Estimation Period:
Nov 1, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts