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Hardcastle & Waud Manufact Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.75% (-5.06%)
Analysis last updated: Wednesday, February 11, 2026 at 09:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hardcastle & Waud Manufact S0GARCH
paramt-stat
ω0.91976.01
α0.14505.95
β0.51426.37
γ1-0.2333-1.24
γ20.61402.39
γ3-0.8870-6.02
γ41.04306.80
γ5-1.0646-5.97
γ61.00175.28
γ7-0.7524-4.53
γ80.30262.18
γ90.01540.14
Estimation Period:
May 4, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts