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Hektas Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:43.26% (+4.46%)
Analysis last updated: Tuesday, February 10, 2026 at 10:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hektas S0GARCH
paramt-stat
ω1.29543.45
α0.13087.81
β0.725918.21
γ1-0.0708-1.23
γ20.03180.42
γ30.10842.96
γ4-0.1125-3.31
γ50.06811.38
γ60.00760.11
γ7-0.0637-1.03
γ80.03361.05
Estimation Period:
Mar 6, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts