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Acteos Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.10% (-0.79%)
Analysis last updated: Saturday, February 7, 2026 at 09:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Acteos S0GARCH
paramt-stat
ω1.93856.16
α0.16626.11
β0.618011.52
γ10.03300.53
γ2-0.0069-0.07
γ3-0.0656-1.15
γ40.05201.17
γ50.09772.04
γ6-0.2163-3.33
γ70.08261.10
γ80.06601.18
Estimation Period:
Jul 5, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts