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V-Lab

Expert AI S P A Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.86% (+1.34%)
Analysis last updated: Saturday, February 7, 2026 at 11:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Expert AI S P A SGARCH
paramt-stat
ω0.98664.67
α0.09333.91
β0.773613.06
γ10.62521.30
γ2-0.8650-1.11
γ30.60350.96
γ4-0.4305-0.83
γ5-0.4172-0.96
γ61.16791.85
γ7-1.2029-1.49
γ80.33150.42
γ90.95771.00
Estimation Period:
Feb 18, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts