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Hardcastle & Waud Manufact Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.76% (-6.12%)
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 SGARCH
paramt-stat
ω0.91036.03
α0.15066.16
β0.48085.81
γ1-0.2540-1.36
γ20.64912.55
γ3-0.9162-6.28
γ41.07347.09
γ5-1.0984-6.24
γ61.04625.57
γ7-0.8323-4.96
γ80.47752.71
γ9-0.4457-1.49
Estimation Period:
May 4, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts