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V-Lab

Federal Insurance Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:31.43% (-2.15%)
Analysis last updated: Friday, February 6, 2026 at 07:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Federal Insurance S0GARCH
paramt-stat
ω1.04904.26
α0.13168.20
β0.824441.70
γ1-0.5571-3.59
γ20.80613.21
γ3-0.3368-1.72
γ40.16090.94
γ5-0.1674-1.19
γ60.19081.47
γ7-0.1274-1.26
Estimation Period:
Sep 8, 2009 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts