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V-Lab

Futures Capital AD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:138.08% (-105.61%)
Analysis last updated: Saturday, January 31, 2026 at 08:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Futures Capital AD S0GARCH
paramt-stat
ω0.37182.39
α0.16773.03
β0.27701.02
γ1-2.7992-2.63
γ25.69782.77
γ3-5.7920-2.24
γ46.10352.15
γ5-5.1343-2.03
γ62.50971.25
γ7-1.1015-0.74
γ81.40201.01
γ9-0.0957-0.05
γ10-2.1194-1.15
Estimation Period:
Oct 23, 2014 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts